-72.0%
TTD vs IOVA
+362.8%
-434.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.3% | +2.9% |
| 7D | +3.7% | -41.3% | +44.9% | +3.6% |
| 30D | +10.4% | -38.5% | +48.9% | +10.3% |
| 3M | -31.6% | +99.5% | -131.1% | -32.2% |
| 6M | -45.1% | +126.0% | -171.1% | -46.3% |
| YTD | -65.1% | +218.7% | -283.8% | -66.2% |
| 1Y | -72.0% | +378.0% | -450.0% | -72.6% |
| All | -72.0% | +362.8% | -434.8% | -72.6% |
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