-19.5%
TRI vs IOVA
+41.0%
-60.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.3% | -1.7% |
| 7D | -8.4% | -2.2% | -6.2% | -8.3% |
| 30D | -6.5% | +31.7% | -38.2% | -7.4% |
| 3M | +18.6% | +117.3% | -98.7% | +14.7% |
| 6M | -10.4% | +55.8% | -66.3% | -12.6% |
| YTD | -23.7% | +208.8% | -232.5% | -27.3% |
| 1Y | -42.5% | +255.7% | -298.2% | -45.4% |
| All | -19.5% | +41.0% | -60.5% | -25.0% |
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