-18.4%
TSCO vs IOVA
+36.1%
-54.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -3.1% | -6.4% | +3.3% | -2.8% |
| 30D | -4.4% | +25.4% | -29.8% | -5.4% |
| 3M | +9.7% | +115.3% | -105.7% | +5.2% |
| 6M | -32.4% | +56.5% | -88.9% | -34.4% |
| YTD | -31.7% | +198.2% | -229.8% | -36.0% |
| 1Y | -41.3% | +242.0% | -283.3% | -45.7% |
| All | -18.4% | +36.1% | -54.5% | -29.9% |
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