-10.9%
TRI vs IOVA
-66.4%
+55.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.2% |
| 7D | -14.4% | -6.4% | -7.9% | -14.1% |
| 30D | -8.1% | +25.4% | -33.5% | -9.0% |
| 3M | +17.5% | +115.3% | -97.8% | +13.4% |
| 6M | -5.0% | +56.5% | -61.5% | -7.5% |
| YTD | -24.7% | +198.2% | -222.9% | -28.6% |
| 1Y | -41.5% | +242.0% | -283.5% | -44.9% |
| 3Y | -20.3% | +36.8% | -57.1% | -25.7% |
| 5Y | -10.9% | -64.3% | +53.3% | -16.1% |
| All | -10.9% | -66.4% | +55.5% | -16.1% |
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