+116.6%
TYL vs IOVA
+9.5%
+107.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.1% |
| 7D | -3.7% | +9.7% | -13.4% | -4.4% |
| 30D | +18.7% | +102.5% | -83.8% | +11.6% |
| 3M | +18.1% | +100.7% | -82.6% | +10.5% |
| 6M | -1.1% | +106.3% | -107.5% | -8.6% |
| YTD | -19.8% | +222.0% | -241.8% | -29.0% |
| 1Y | -34.3% | +299.5% | -333.9% | -43.4% |
| 3Y | -8.2% | +42.9% | -51.2% | -21.5% |
| 5Y | -25.4% | -65.0% | +39.6% | -31.2% |
| All | +116.6% | +9.5% | +107.2% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling