-46.4%
TOST vs IOVA
-69.1%
+22.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.7% | +4.0% | -1.0% |
| 7D | -4.7% | -1.4% | -3.2% | -4.5% |
| 30D | +8.5% | -47.4% | +55.9% | +15.7% |
| 3M | -1.6% | +13.2% | -14.8% | -6.0% |
| 6M | +44.1% | +114.3% | -70.2% | +23.2% |
| YTD | -5.6% | +179.5% | -185.1% | -24.4% |
| 1Y | -12.6% | +200.4% | -213.0% | -31.0% |
| 3Y | +137.6% | +92.2% | +45.4% | +52.5% |
| 5Y | -30.4% | -63.8% | +33.4% | -33.3% |
| All | -46.4% | -69.1% | +22.7% | -41.5% |
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 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