+812.9%
TTMI vs IOVA
-64.1%
+877.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.7% |
| 7D | +7.5% | -2.2% | +9.7% | +7.7% |
| 30D | -4.5% | +31.7% | -36.2% | -7.1% |
| 3M | -28.5% | +117.3% | -145.8% | -34.1% |
| 6M | +28.4% | +55.8% | -27.5% | +20.9% |
| YTD | +80.1% | +208.8% | -128.7% | +58.6% |
| 1Y | +161.0% | +255.7% | -94.7% | +125.3% |
| 3Y | +862.4% | +41.7% | +820.8% | +729.3% |
| 5Y | +812.9% | -64.9% | +877.8% | +710.2% |
| All | +812.9% | -64.1% | +877.1% | +710.2% |
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