+148.1%
TRV vs IOVA
+95.6%
+52.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.7% | +6.6% | +1.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +8.0% | -47.4% | +55.4% | +9.1% |
| 3M | +9.3% | +13.2% | -3.9% | +8.3% |
| 6M | +36.2% | +114.3% | -78.1% | +32.4% |
| YTD | +40.6% | +179.5% | -138.9% | +35.0% |
| 1Y | +43.1% | +200.4% | -157.3% | +37.0% |
| All | +148.1% | +95.6% | +52.4% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling