+1,151.0%
TTMI vs IOVA
-91.6%
+1,242.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.8% | +8.8% |
| 7D | +5.9% | +9.7% | -3.9% | +5.5% |
| 30D | -4.3% | +102.5% | -106.8% | -7.1% |
| 3M | -32.0% | +100.7% | -132.7% | -34.1% |
| 6M | +19.5% | +106.3% | -86.9% | +15.4% |
| YTD | +82.0% | +222.0% | -139.9% | +72.6% |
| 1Y | +172.6% | +299.5% | -126.9% | +155.6% |
| 3Y | +744.7% | +42.9% | +701.7% | +697.4% |
| 5Y | +805.6% | -65.0% | +870.5% | +774.3% |
| 10Y | +1,057.6% | +10.3% | +1,047.3% | +963.5% |
| All | +1,151.0% | -91.6% | +1,242.6% | +906.1% |
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