+168.8%
TYL vs IOVA
+28.7%
+140.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | +3.5% | +1.9% | +1.7% | +3.3% |
| 30D | +26.9% | -44.1% | +71.0% | +30.9% |
| 3M | +33.8% | +28.9% | +5.0% | +28.6% |
| 6M | +28.8% | +125.7% | -96.9% | +16.9% |
| YTD | -7.9% | +199.3% | -207.1% | -19.5% |
| 1Y | -9.8% | +255.2% | -265.0% | -22.5% |
| 3Y | +1.2% | +106.8% | -105.6% | -17.8% |
| 5Y | -22.8% | -67.1% | +44.3% | -29.6% |
| 10Y | +168.8% | +16.7% | +152.1% | +112.6% |
| All | +168.8% | +28.7% | +140.1% | +112.6% |
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