+94.2%
TT vs IOVA
+95.6%
-1.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | 0.0% |
| 7D | +8.1% | -1.4% | +9.5% | +8.1% |
| 30D | -11.3% | -47.4% | +36.1% | -9.5% |
| 3M | -11.2% | +13.2% | -24.4% | -11.9% |
| 6M | -8.9% | +114.3% | -123.2% | -12.5% |
| YTD | +9.7% | +179.5% | -169.8% | +3.2% |
| 1Y | +1.3% | +200.4% | -199.1% | -5.2% |
| All | +94.2% | +95.6% | -1.4% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling