+149.8%
TOST vs IOVA
+90.0%
+59.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | +4.0% | +1.9% | +2.2% | +3.9% |
| 30D | +11.1% | -44.1% | +55.2% | +13.4% |
| 3M | +0.8% | +28.9% | -28.0% | -1.2% |
| 6M | +38.8% | +125.7% | -86.9% | +31.2% |
| YTD | -2.1% | +199.3% | -201.4% | -9.8% |
| 1Y | -6.0% | +255.2% | -261.2% | -14.4% |
| 3Y | +149.8% | +106.8% | +42.9% | +96.9% |
| All | +149.8% | +90.0% | +59.8% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling