+256.1%
TPR vs IOVA
-67.9%
+324.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | +14.2% | -5.2% | +19.4% | +14.4% |
| 30D | +17.1% | -37.8% | +54.9% | +19.9% |
| 3M | -17.7% | +29.5% | -47.2% | -21.5% |
| 6M | -10.2% | +96.6% | -106.8% | -18.4% |
| YTD | +4.9% | +194.5% | -189.6% | -9.2% |
| 1Y | +36.1% | +248.1% | -211.9% | +15.5% |
| 3Y | +416.5% | +86.1% | +330.3% | +317.5% |
| All | +256.1% | -67.9% | +324.0% | +234.2% |
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