-45.4%
TOST vs IOVA
-67.2%
+21.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | -7.0% | +3.4% | -2.8% |
| 30D | +8.9% | -44.4% | +53.3% | +15.3% |
| 3M | -2.2% | +24.7% | -26.9% | -7.8% |
| 6M | +41.0% | +118.6% | -77.7% | +20.3% |
| YTD | -4.0% | +196.3% | -200.3% | -23.6% |
| 1Y | -9.6% | +205.3% | -214.9% | -28.8% |
| 3Y | +141.7% | +103.8% | +37.9% | +54.1% |
| 5Y | -29.5% | -65.6% | +36.1% | -28.1% |
| All | -45.4% | -67.2% | +21.8% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling