+981.8%
TMUS vs IOVA
-91.6%
+1,073.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -3.5% |
| 7D | +0.1% | +9.7% | -9.7% | 0.0% |
| 30D | +5.3% | +102.5% | -97.3% | +4.2% |
| 3M | +3.1% | +100.7% | -97.6% | +2.1% |
| 6M | -16.5% | +106.3% | -122.8% | -17.5% |
| YTD | -9.2% | +222.0% | -231.1% | -10.8% |
| 1Y | -26.5% | +299.5% | -326.0% | -28.1% |
| 3Y | +39.0% | +42.9% | -3.9% | +36.0% |
| 5Y | +40.4% | -65.0% | +105.4% | +38.4% |
| 10Y | +303.7% | +10.3% | +293.4% | +293.0% |
| All | +981.8% | -91.6% | +1,073.4% | +970.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling