+361.1%
TTD vs IOVA
+0.8%
+360.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | -4.6% | -2.2% | -2.4% | -4.3% |
| 30D | +3.7% | +31.7% | -28.1% | -1.6% |
| 3M | -30.2% | +117.3% | -147.5% | -41.4% |
| 6M | -51.4% | +55.8% | -107.2% | -57.3% |
| YTD | -63.4% | +208.8% | -272.2% | -72.3% |
| 1Y | -73.5% | +255.7% | -329.2% | -80.9% |
| 3Y | -83.5% | +41.7% | -125.1% | -88.3% |
| 5Y | -80.9% | -64.9% | -16.0% | -83.6% |
| All | +361.1% | +0.8% | +360.3% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling