+1.8%
TYL vs IOVA
+99.0%
-97.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | +0.1% |
| 7D | +0.8% | -3.5% | +4.3% | +0.9% |
| 30D | +21.1% | -45.4% | +66.5% | +22.4% |
| 3M | +28.9% | +19.0% | +9.9% | +26.6% |
| 6M | +42.0% | +112.0% | -70.0% | +35.9% |
| YTD | -6.6% | +184.2% | -190.8% | -12.3% |
| 1Y | -9.1% | +222.0% | -231.1% | -15.2% |
| 3Y | +1.8% | +92.6% | -90.7% | -4.9% |
| All | +1.8% | +99.0% | -97.1% | -4.9% |
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