-5.5%
TOST vs IOVA
+207.9%
-213.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | +16.2% | -45.4% | +61.6% | +18.3% |
| 3M | -1.5% | +19.0% | -20.6% | -2.8% |
| 6M | +55.3% | +112.0% | -56.7% | +47.0% |
| YTD | -2.3% | +184.2% | -186.6% | -14.6% |
| 1Y | -5.5% | +222.0% | -227.5% | -18.8% |
| All | -5.5% | +207.9% | -213.5% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling