-9.9%
TYL vs IOVA
+362.8%
-372.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.7% |
| 7D | +17.3% | -41.3% | +58.5% | +17.4% |
| 30D | +28.9% | -38.5% | +67.4% | +28.9% |
| 3M | +35.1% | +99.5% | -64.5% | +30.4% |
| 6M | +29.3% | +126.0% | -96.7% | +23.6% |
| YTD | -6.8% | +218.7% | -225.5% | -14.6% |
| 1Y | -9.9% | +378.0% | -387.9% | -18.1% |
| All | -9.9% | +362.8% | -372.7% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling