+461.2%
TNA vs IOVA
-91.7%
+552.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.2% |
| 7D | +4.1% | +5.1% | -1.0% | +3.7% |
| 30D | -7.6% | +37.2% | -44.9% | -10.2% |
| 3M | +8.1% | +117.5% | -109.4% | 0.0% |
| 6M | +49.0% | +69.6% | -20.6% | +40.2% |
| YTD | +51.7% | +218.7% | -167.0% | +34.6% |
| 1Y | +59.6% | +265.5% | -205.9% | +39.1% |
| 3Y | +118.9% | +46.2% | +72.7% | +97.4% |
| 5Y | -19.2% | -63.2% | +44.1% | -22.3% |
| 10Y | +77.2% | +6.1% | +71.1% | +63.7% |
| All | +461.2% | -91.7% | +552.9% | +369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling