+51.8%
TMUS vs IOVA
-63.3%
+115.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +4.9% | -3.5% | +8.4% | +4.9% |
| 30D | +7.7% | -45.4% | +53.1% | +8.4% |
| 3M | -6.8% | +19.0% | -25.8% | -7.8% |
| 6M | -9.7% | +112.0% | -121.7% | -12.0% |
| YTD | -15.0% | +184.2% | -199.2% | -17.9% |
| 1Y | -19.1% | +222.0% | -241.1% | -22.2% |
| 3Y | +21.4% | +92.6% | -71.1% | +13.3% |
| All | +51.8% | -63.3% | +115.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling