+1,084.3%
TTMI vs IOVA
+3.8%
+1,080.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.2% |
| 7D | +6.0% | -6.4% | +12.5% | +6.8% |
| 30D | -6.4% | +25.4% | -31.8% | -9.0% |
| 3M | -28.9% | +115.3% | -144.3% | -35.4% |
| 6M | +26.9% | +56.5% | -29.7% | +18.3% |
| YTD | +77.3% | +198.2% | -120.9% | +52.6% |
| 1Y | +147.5% | +242.0% | -94.5% | +107.8% |
| 3Y | +847.6% | +36.8% | +810.8% | +691.0% |
| 5Y | +802.2% | -64.3% | +866.5% | +714.5% |
| All | +1,084.3% | +3.8% | +1,080.5% | +755.5% |
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