-44.5%
TOST vs IOVA
-67.4%
+22.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.9% |
| 7D | +9.4% | -5.2% | +14.6% | +9.9% |
| 30D | +13.5% | -37.8% | +51.3% | +18.5% |
| 3M | -0.1% | +29.5% | -29.6% | -6.3% |
| 6M | +22.5% | +96.6% | -74.1% | +5.8% |
| YTD | -2.4% | +194.5% | -196.9% | -22.3% |
| 1Y | -4.7% | +248.1% | -252.8% | -26.5% |
| 3Y | +103.2% | +86.1% | +17.1% | +33.0% |
| 5Y | -41.2% | -67.8% | +26.6% | -36.0% |
| All | -44.5% | -67.4% | +22.9% | -39.8% |
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 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