+902.6%
TT vs IOVA
+9.2%
+893.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.8% |
| 7D | 0.0% | +9.7% | -9.7% | -0.5% |
| 30D | -7.2% | +102.5% | -109.7% | -11.4% |
| 3M | -3.0% | +100.7% | -103.7% | -7.8% |
| 6M | +1.4% | +106.3% | -105.0% | -4.4% |
| YTD | +15.9% | +222.0% | -206.1% | +5.6% |
| 1Y | +9.4% | +299.5% | -290.1% | -2.4% |
| 3Y | +124.4% | +42.9% | +81.4% | +100.8% |
| 5Y | +138.0% | -65.0% | +203.0% | +123.4% |
| All | +902.6% | +9.2% | +893.4% | +790.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling