+299.4%
TPR vs IOVA
+44.8%
+254.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -2.3% | +9.7% | -12.0% | -2.9% |
| 30D | -23.0% | +102.5% | -125.5% | -27.0% |
| 3M | -12.5% | +100.7% | -113.2% | -17.4% |
| 6M | -21.4% | +106.3% | -127.8% | -26.4% |
| YTD | -3.5% | +222.0% | -225.5% | -12.5% |
| 1Y | +17.4% | +299.5% | -282.2% | +4.0% |
| All | +299.4% | +44.8% | +254.6% | +238.6% |
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