-12.0%
TRI vs IOVA
+99.0%
-111.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.8% |
| 30D | +3.7% | -45.4% | +49.1% | +5.2% |
| 3M | +3.7% | +19.0% | -15.3% | +2.0% |
| 6M | +35.1% | +112.0% | -76.9% | +29.3% |
| YTD | -14.0% | +184.2% | -198.3% | -18.7% |
| 1Y | -19.0% | +222.0% | -240.9% | -23.5% |
| 3Y | -12.0% | +92.6% | -104.5% | -15.2% |
| All | -12.0% | +99.0% | -111.0% | -15.2% |
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 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