+415.0%
TPR vs IOVA
+103.0%
+312.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.3% |
| 7D | +12.1% | -8.5% | +20.6% | +12.5% |
| 30D | +16.7% | -44.7% | +61.4% | +19.6% |
| 3M | -17.4% | +26.2% | -43.6% | -20.4% |
| 6M | +2.3% | +123.2% | -120.9% | -6.3% |
| YTD | +7.1% | +196.0% | -188.8% | -4.4% |
| 1Y | +29.5% | +240.9% | -211.4% | +14.0% |
| 3Y | +415.0% | +103.5% | +311.5% | +300.6% |
| All | +415.0% | +103.0% | +312.0% | +300.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling