-12.8%
TNA vs IOVA
+118.0%
-130.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +3.7% | -3.5% | +7.2% | +4.1% |
| 30D | +4.4% | -45.4% | +49.8% | +7.5% |
| 3M | -26.7% | +19.0% | -45.7% | -29.2% |
| 6M | -12.8% | +112.0% | -124.8% | -24.4% |
| All | -12.8% | +118.0% | -130.8% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling