-45.7%
TOST vs IOVA
-64.4%
+18.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | -3.4% | +9.7% | -13.2% | -4.6% |
| 30D | -2.4% | +102.5% | -105.0% | -12.4% |
| 3M | +34.6% | +100.7% | -66.1% | +19.9% |
| 6M | +15.2% | +106.3% | -91.1% | +0.5% |
| YTD | -4.4% | +222.0% | -226.4% | -22.8% |
| 1Y | -17.4% | +299.5% | -317.0% | -36.7% |
| 3Y | +54.5% | +42.9% | +11.5% | +11.0% |
| All | -45.7% | -64.4% | +18.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling