-22.4%
TYL vs IOVA
-67.9%
+45.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.5% |
| 7D | +6.7% | -5.2% | +11.8% | +6.8% |
| 30D | +26.5% | -37.8% | +64.3% | +28.7% |
| 3M | +37.3% | +29.5% | +7.8% | +32.6% |
| 6M | +31.2% | +96.6% | -65.4% | +21.9% |
| YTD | -7.4% | +194.5% | -201.9% | -17.3% |
| 1Y | -9.6% | +248.1% | -257.6% | -20.5% |
| 3Y | +1.9% | +86.1% | -84.2% | -15.6% |
| All | -22.4% | -67.9% | +45.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling