+353.7%
TNA vs IOVA
-92.6%
+446.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | +3.7% | -3.5% | +7.2% | +4.0% |
| 30D | +4.4% | -45.4% | +49.8% | +8.9% |
| 3M | -26.7% | +19.0% | -45.7% | -28.8% |
| 6M | -12.8% | +112.0% | -124.8% | -20.3% |
| YTD | +22.7% | +184.2% | -161.6% | +8.4% |
| 1Y | +35.7% | +222.0% | -186.3% | +18.5% |
| 3Y | +134.6% | +92.6% | +42.0% | +106.0% |
| 5Y | -46.0% | -63.2% | +17.2% | -48.6% |
| 10Y | +38.0% | +2.1% | +35.9% | +26.8% |
| All | +353.7% | -92.6% | +446.3% | +278.5% |
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