+683.9%
TTMI vs IOVA
-92.3%
+776.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.8% | +9.0% |
| 7D | +7.2% | -7.0% | +14.3% | +7.6% |
| 30D | -28.7% | -44.4% | +15.8% | -27.2% |
| 3M | -39.8% | +24.7% | -64.5% | -40.6% |
| 6M | -51.7% | +118.6% | -170.4% | -53.5% |
| YTD | +14.1% | +196.3% | -182.3% | +8.1% |
| 1Y | +16.0% | +205.3% | -189.3% | +9.7% |
| 3Y | +452.7% | +103.8% | +348.9% | +415.3% |
| 5Y | +451.5% | -65.6% | +517.1% | +431.6% |
| 10Y | +443.1% | +6.4% | +436.7% | +398.4% |
| All | +683.9% | -92.3% | +776.2% | +530.0% |
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