+311.2%
TPR vs IOVA
+6.6%
+304.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -3.4% | +5.1% | -8.4% | -3.9% |
| 30D | -27.3% | +37.2% | -64.5% | -30.3% |
| 3M | -16.2% | +117.5% | -133.7% | -25.2% |
| 6M | -17.9% | +69.6% | -87.5% | -25.1% |
| YTD | -7.1% | +218.7% | -225.8% | -22.7% |
| 1Y | +13.6% | +265.5% | -251.9% | -8.6% |
| 3Y | +293.7% | +46.2% | +247.5% | +211.6% |
| 5Y | +239.1% | -63.2% | +302.3% | +201.3% |
| 10Y | +311.2% | +6.1% | +305.1% | +205.4% |
| All | +311.2% | +6.6% | +304.6% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling