+296.7%
TRI vs IOVA
-91.7%
+388.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.5% |
| 7D | -7.1% | +5.1% | -12.2% | -7.2% |
| 30D | -2.3% | +37.2% | -39.6% | -2.8% |
| 3M | +19.6% | +117.5% | -97.9% | +18.1% |
| 6M | -8.7% | +69.6% | -78.3% | -9.6% |
| YTD | -22.3% | +218.7% | -240.9% | -23.7% |
| 1Y | -40.7% | +265.5% | -306.2% | -42.0% |
| 3Y | -17.8% | +46.2% | -64.0% | -19.6% |
| 5Y | -8.5% | -63.2% | +54.7% | -9.9% |
| 10Y | +192.6% | +6.1% | +186.5% | +184.6% |
| All | +296.7% | -91.7% | +388.5% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling