+338.9%
TRI vs IOVA
-92.6%
+431.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.9% |
| 30D | +3.7% | -45.4% | +49.1% | +4.3% |
| 3M | +3.7% | +19.0% | -15.3% | +3.2% |
| 6M | +35.1% | +112.0% | -76.9% | +33.1% |
| YTD | -14.0% | +184.2% | -198.3% | -15.8% |
| 1Y | -19.0% | +222.0% | -240.9% | -20.7% |
| 3Y | -12.0% | +92.6% | -104.5% | -14.4% |
| 5Y | +0.6% | -63.2% | +63.8% | -1.1% |
| 10Y | +225.4% | +2.1% | +223.3% | +216.0% |
| All | +338.9% | -92.6% | +431.5% | +309.1% |
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 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