+411.3%
TTMI vs IOVA
-0.9%
+412.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -2.5% |
| 7D | +22.6% | -1.4% | +24.0% | +22.8% |
| 30D | -34.3% | -47.4% | +13.1% | -30.0% |
| 3M | -44.8% | +13.2% | -58.0% | -46.3% |
| 6M | -53.3% | +114.3% | -167.6% | -58.1% |
| YTD | +10.6% | +179.5% | -168.9% | -5.2% |
| 1Y | +8.2% | +200.4% | -192.2% | -8.2% |
| 3Y | +435.7% | +92.2% | +343.5% | +328.4% |
| 5Y | +434.2% | -63.8% | +498.0% | +377.5% |
| All | +411.3% | -0.9% | +412.2% | +247.8% |
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 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