-22.5%
TNA vs IOVA
-64.1%
+41.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.3% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | -10.1% | +31.7% | -41.8% | -17.3% |
| 3M | +2.7% | +117.3% | -114.6% | -21.5% |
| 6M | +38.4% | +55.8% | -17.4% | +14.4% |
| YTD | +45.4% | +208.8% | -163.4% | -5.0% |
| 1Y | +55.9% | +255.7% | -199.7% | -5.1% |
| 3Y | +109.8% | +41.7% | +68.1% | +33.3% |
| 5Y | -22.5% | -64.9% | +42.4% | -29.2% |
| All | -22.5% | -64.1% | +41.6% | -29.2% |
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 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