+227.9%
TPR vs IOVA
-65.6%
+293.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | +6.4% | -7.0% | +13.4% | +6.9% |
| 30D | +13.8% | -44.4% | +58.2% | +17.6% |
| 3M | -16.6% | +24.7% | -41.3% | -20.1% |
| 6M | +0.7% | +118.6% | -118.0% | -9.5% |
| YTD | +5.3% | +196.3% | -191.0% | -8.9% |
| 1Y | +32.4% | +205.3% | -172.9% | +13.8% |
| 3Y | +406.4% | +103.8% | +302.6% | +305.2% |
| 5Y | +227.9% | -65.6% | +293.5% | +200.3% |
| All | +227.9% | -65.6% | +293.5% | +200.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling