+901.9%
TTMI vs IOVA
+50.0%
+851.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.1% |
| 7D | +12.2% | +5.1% | +7.1% | +11.7% |
| 30D | -5.7% | +37.2% | -43.0% | -8.5% |
| 3M | -27.5% | +117.5% | -145.0% | -32.9% |
| 6M | +47.1% | +69.6% | -22.5% | +37.9% |
| YTD | +87.5% | +218.7% | -131.2% | +65.8% |
| 1Y | +175.2% | +265.5% | -90.3% | +139.0% |
| 3Y | +901.9% | +46.2% | +855.7% | +729.4% |
| All | +901.9% | +50.0% | +851.9% | +729.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling