+238.3%
TRMB vs IOVA
-91.6%
+329.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.1% |
| 7D | -2.5% | +9.7% | -12.3% | -2.8% |
| 30D | +1.5% | +102.5% | -101.0% | -1.1% |
| 3M | +6.8% | +100.7% | -93.9% | +3.8% |
| 6M | -14.9% | +106.3% | -121.3% | -17.7% |
| YTD | -24.1% | +222.0% | -246.1% | -27.8% |
| 1Y | -25.4% | +299.5% | -324.9% | -29.8% |
| 3Y | +8.0% | +42.9% | -34.9% | +2.3% |
| 5Y | -37.3% | -65.0% | +27.7% | -39.3% |
| 10Y | +116.8% | +10.3% | +106.5% | +103.1% |
| All | +238.3% | -91.6% | +329.9% | +189.3% |
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