-44.8%
TOST vs IOVA
-67.3%
+22.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +3.0% | -8.5% | +11.4% | +3.9% |
| 30D | +10.3% | -44.7% | +55.0% | +16.8% |
| 3M | -3.3% | +26.2% | -29.5% | -8.9% |
| 6M | +37.8% | +123.2% | -85.4% | +17.3% |
| YTD | -2.8% | +196.0% | -198.8% | -22.6% |
| 1Y | -9.6% | +240.9% | -250.5% | -30.0% |
| 3Y | +144.6% | +103.5% | +41.1% | +56.0% |
| 5Y | -31.0% | -65.5% | +34.5% | -29.9% |
| All | -44.8% | -67.3% | +22.5% | -40.1% |
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