+45.8%
TNA vs IOVA
+259.8%
-214.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.3% |
| 7D | -7.3% | -2.2% | -5.1% | -7.0% |
| 30D | -14.2% | +27.6% | -41.8% | -17.3% |
| 3M | -4.6% | +117.2% | -121.7% | -16.6% |
| 6M | +36.9% | +77.7% | -40.8% | +21.9% |
| YTD | +42.5% | +215.0% | -172.5% | +14.4% |
| 1Y | +45.8% | +255.4% | -209.6% | +23.7% |
| All | +45.8% | +259.8% | -214.1% | +23.7% |
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 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