+659.8%
TTMI vs IOVA
-92.7%
+752.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.7% | +2.6% | -2.9% |
| 7D | +22.6% | -1.4% | +24.0% | +22.7% |
| 30D | -34.3% | -47.4% | +13.1% | -32.8% |
| 3M | -44.8% | +13.2% | -58.0% | -45.3% |
| 6M | -53.3% | +114.3% | -167.6% | -55.0% |
| YTD | +10.6% | +179.5% | -168.9% | +5.0% |
| 1Y | +8.2% | +200.4% | -192.2% | +2.4% |
| 3Y | +435.7% | +92.2% | +343.5% | +400.6% |
| 5Y | +434.2% | -63.8% | +498.0% | +414.5% |
| 10Y | +426.4% | +0.4% | +426.0% | +384.1% |
| All | +659.8% | -92.7% | +752.5% | +512.0% |
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