+108.8%
TNA vs IOVA
+41.0%
+67.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.4% |
| 7D | -3.6% | -2.2% | -1.4% | -3.1% |
| 30D | -10.1% | +31.7% | -41.8% | -16.4% |
| 3M | +2.7% | +117.3% | -114.6% | -18.8% |
| 6M | +38.4% | +55.8% | -17.4% | +17.5% |
| YTD | +45.4% | +208.8% | -163.4% | 0.0% |
| 1Y | +55.9% | +255.7% | -199.7% | +0.7% |
| All | +108.8% | +41.0% | +67.8% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling