+4.3%
TYL vs IOVA
+78.3%
-74.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -11.0% | +12.7% | +1.9% |
| 7D | +15.1% | -19.0% | +34.1% | +15.5% |
| 30D | +30.1% | -40.3% | +70.3% | +31.0% |
| 3M | +40.4% | +78.3% | -38.0% | +35.7% |
| 6M | +31.3% | +94.5% | -63.2% | +25.9% |
| YTD | -5.2% | +183.5% | -188.7% | -11.0% |
| 1Y | -6.6% | +327.6% | -334.2% | -13.9% |
| All | +4.3% | +78.3% | -74.1% | -2.4% |
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