+379.4%
TTD vs IOVA
+5.1%
+374.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.5% |
| 7D | +6.3% | +9.7% | -3.4% | +4.7% |
| 30D | -23.9% | +102.5% | -126.4% | -34.3% |
| 3M | -31.4% | +100.7% | -132.1% | -41.5% |
| 6M | -42.7% | +106.3% | -149.0% | -52.2% |
| YTD | -62.0% | +222.0% | -284.0% | -71.4% |
| 1Y | -72.2% | +299.5% | -371.8% | -80.4% |
| 3Y | -81.9% | +42.9% | -124.9% | -87.2% |
| 5Y | -81.5% | -65.0% | -16.6% | -84.0% |
| All | +379.4% | +5.1% | +374.3% | +175.8% |
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 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