-84.6%
TTD vs IOVA
-67.3%
-17.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.6% | +13.9% | +15.3% |
| 7D | +19.0% | +1.9% | +17.1% | +18.6% |
| 30D | +23.6% | -44.1% | +67.7% | +30.6% |
| 3M | +8.2% | +28.9% | -20.7% | +1.7% |
| 6M | -35.3% | +125.7% | -161.0% | -45.3% |
| YTD | -60.7% | +199.3% | -259.9% | -68.8% |
| 1Y | -65.3% | +255.2% | -320.5% | -73.4% |
| 3Y | -80.6% | +106.8% | -187.4% | -86.6% |
| 5Y | -84.6% | -67.1% | -17.6% | -85.8% |
| All | -84.6% | -67.3% | -17.3% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling