-37.4%
TRMB vs IOVA
-63.5%
+26.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.3% | +5.1% | -5.3% | -0.7% |
| 30D | -1.2% | +37.2% | -38.5% | -4.1% |
| 3M | +9.6% | +117.5% | -107.9% | +0.8% |
| 6M | -16.1% | +69.6% | -85.7% | -21.7% |
| YTD | -25.0% | +218.7% | -243.7% | -34.8% |
| 1Y | -27.7% | +265.5% | -293.2% | -38.6% |
| 3Y | +15.3% | +46.2% | -30.9% | -3.5% |
| 5Y | -37.4% | -63.2% | +25.8% | -43.2% |
| All | -37.4% | -63.5% | +26.1% | -43.2% |
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 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