-43.8%
TOST vs IOVA
-68.7%
+24.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.0% | +10.4% | +0.7% |
| 7D | +11.6% | -19.0% | +30.7% | +14.2% |
| 30D | +16.2% | -40.3% | +56.5% | +21.9% |
| 3M | +1.0% | +78.3% | -77.3% | -10.1% |
| 6M | +23.2% | +94.5% | -71.3% | +6.5% |
| YTD | -1.0% | +183.5% | -184.5% | -20.8% |
| 1Y | -9.9% | +327.6% | -337.5% | -33.3% |
| 3Y | +101.0% | +83.8% | +17.2% | +31.2% |
| 5Y | -40.4% | -69.0% | +28.6% | -34.7% |
| All | -43.8% | -68.7% | +24.9% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling