+750.6%
TT vs IOVA
+28.7%
+722.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.6% |
| 7D | +1.7% | +1.9% | -0.1% | +1.6% |
| 30D | -11.8% | -44.1% | +32.3% | -9.4% |
| 3M | -12.6% | +28.9% | -41.5% | -14.7% |
| 6M | -9.4% | +125.7% | -135.1% | -15.2% |
| YTD | +8.8% | +199.3% | -190.4% | -1.0% |
| 1Y | -2.5% | +255.2% | -257.7% | -12.6% |
| 3Y | +95.7% | +106.8% | -11.2% | +70.4% |
| 5Y | +135.7% | -67.1% | +202.8% | +120.7% |
| 10Y | +750.6% | +16.7% | +733.9% | +628.3% |
| All | +750.6% | +28.7% | +722.0% | +628.3% |
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 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