+36.1%
TPR vs IOVA
+255.8%
-219.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.1% |
| 7D | +14.2% | -5.2% | +19.4% | +14.2% |
| 30D | +17.1% | -37.8% | +54.9% | +17.6% |
| 3M | -17.7% | +29.5% | -47.2% | -20.9% |
| 6M | -10.2% | +96.6% | -106.8% | -16.5% |
| YTD | +4.9% | +194.5% | -189.6% | -0.7% |
| 1Y | +36.1% | +248.1% | -211.9% | +30.5% |
| All | +36.1% | +255.8% | -219.6% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling