+2,141.8%
TT vs IOVA
-92.3%
+2,234.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +0.8% | -8.5% | +9.3% | +1.0% |
| 30D | -11.8% | -44.7% | +33.0% | -11.0% |
| 3M | -11.6% | +26.2% | -37.8% | -12.2% |
| 6M | -9.3% | +123.2% | -132.5% | -11.0% |
| YTD | +8.9% | +196.0% | -187.1% | +6.0% |
| 1Y | -2.2% | +240.9% | -243.2% | -5.1% |
| 3Y | +91.9% | +103.5% | -11.6% | +85.2% |
| 5Y | +136.0% | -65.5% | +201.5% | +131.1% |
| 10Y | +734.7% | +7.0% | +727.7% | +702.2% |
| All | +2,141.8% | -92.3% | +2,234.1% | +2,043.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling