+268.0%
TRGP vs IOVA
+50.0%
+218.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -0.6% | +5.1% | -5.7% | -0.8% |
| 30D | +14.6% | +37.2% | -22.7% | +13.2% |
| 3M | +11.9% | +117.5% | -105.6% | +8.4% |
| 6M | +25.3% | +69.6% | -44.3% | +22.0% |
| YTD | +61.9% | +218.7% | -156.8% | +53.3% |
| 1Y | +87.3% | +265.5% | -178.3% | +75.6% |
| 3Y | +268.0% | +46.2% | +221.8% | +241.7% |
| All | +268.0% | +50.0% | +218.0% | +241.7% |
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