+38.5%
TNA vs IOVA
+362.8%
-324.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +5.9% | +4.5% |
| 7D | +2.4% | -41.3% | +43.7% | +6.1% |
| 30D | -0.9% | -38.5% | +37.6% | +2.2% |
| 3M | -19.2% | +99.5% | -118.8% | -27.7% |
| 6M | -0.8% | +126.0% | -126.8% | -13.5% |
| YTD | +33.2% | +218.7% | -185.5% | +11.3% |
| 1Y | +38.5% | +378.0% | -339.5% | +13.6% |
| All | +38.5% | +362.8% | -324.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling