+91.5%
TT vs IOVA
+99.0%
-7.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +4.0% | -3.5% | +7.5% | +4.2% |
| 30D | -11.3% | -45.4% | +34.1% | -9.6% |
| 3M | -12.3% | +19.0% | -31.3% | -13.2% |
| 6M | -10.8% | +112.0% | -122.9% | -14.3% |
| YTD | +8.2% | +184.2% | -176.1% | +1.7% |
| 1Y | +1.5% | +222.0% | -220.5% | -5.4% |
| 3Y | +91.5% | +92.6% | -1.1% | +75.9% |
| All | +91.5% | +99.0% | -7.5% | +75.9% |
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