+106.1%
TOST vs IOVA
+78.3%
+27.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.0% | +10.4% | -0.1% |
| 7D | +11.6% | -19.0% | +30.7% | +12.6% |
| 30D | +16.2% | -40.3% | +56.5% | +18.4% |
| 3M | +1.0% | +78.3% | -77.3% | -3.2% |
| 6M | +23.2% | +94.5% | -71.3% | +16.7% |
| YTD | -1.0% | +183.5% | -184.5% | -9.1% |
| 1Y | -9.9% | +327.6% | -337.5% | -19.5% |
| All | +106.1% | +78.3% | +27.8% | +46.4% |
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