-10.4%
TSCO vs IOVA
-62.2%
+51.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.8% |
| 7D | -5.7% | -2.2% | -3.5% | -5.6% |
| 30D | -8.8% | +27.6% | -36.4% | -10.0% |
| 3M | +6.3% | +117.2% | -110.8% | +1.5% |
| 6M | -32.3% | +77.7% | -110.0% | -34.9% |
| YTD | -32.7% | +215.0% | -247.7% | -37.6% |
| 1Y | -43.7% | +255.4% | -299.0% | -48.4% |
| 3Y | -19.7% | +42.6% | -62.3% | -27.1% |
| All | -10.4% | -62.2% | +51.8% | -18.7% |
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