+1,002.6%
TSCO vs IOVA
-91.7%
+1,094.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +1.7% | +5.1% | -3.4% | +1.6% |
| 30D | +2.8% | +37.2% | -34.4% | +2.2% |
| 3M | +17.9% | +117.5% | -99.6% | +16.0% |
| 6M | -28.6% | +69.6% | -98.2% | -29.5% |
| YTD | -28.0% | +218.7% | -246.7% | -29.9% |
| 1Y | -39.9% | +265.5% | -305.4% | -41.6% |
| 3Y | -14.0% | +46.2% | -60.2% | -16.4% |
| 5Y | -2.9% | -63.2% | +60.3% | -4.8% |
| 10Y | +199.5% | +6.1% | +193.4% | +189.6% |
| All | +1,002.6% | -91.7% | +1,094.3% | +950.3% |
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