-44.4%
TOST vs IOVA
-66.9%
+22.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | +4.0% | +1.9% | +2.2% | +3.6% |
| 30D | +11.1% | -44.1% | +55.2% | +17.5% |
| 3M | +0.8% | +28.9% | -28.0% | -5.3% |
| 6M | +38.8% | +125.7% | -86.9% | +18.0% |
| YTD | -2.1% | +199.3% | -201.4% | -22.2% |
| 1Y | -6.0% | +255.2% | -261.2% | -27.7% |
| 3Y | +149.8% | +106.8% | +42.9% | +58.8% |
| 5Y | -42.8% | -67.1% | +24.3% | -38.0% |
| All | -44.4% | -66.9% | +22.5% | -39.8% |
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