+8.2%
TT vs IOVA
+250.8%
-242.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.6% | +5.1% | -3.5% | +1.6% |
| 30D | -7.3% | +37.2% | -44.5% | -7.2% |
| 3M | -2.6% | +117.5% | -120.1% | -2.7% |
| 6M | +5.9% | +69.6% | -63.7% | +5.6% |
| YTD | +15.4% | +218.7% | -203.3% | +14.5% |
| 1Y | +8.2% | +265.5% | -257.3% | +8.6% |
| All | +8.2% | +250.8% | -242.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling