-7.2%
TYL vs IOVA
+44.8%
-52.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.1% | -4.1% |
| 7D | -3.7% | +9.7% | -13.4% | -4.0% |
| 30D | +18.7% | +102.5% | -83.8% | +15.4% |
| 3M | +18.1% | +100.7% | -82.6% | +14.5% |
| 6M | -1.1% | +106.3% | -107.5% | -4.6% |
| YTD | -19.8% | +222.0% | -241.8% | -24.5% |
| 1Y | -34.3% | +299.5% | -333.9% | -38.9% |
| All | -7.2% | +44.8% | -52.0% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling