-21.1%
TYL vs IOVA
-67.2%
+46.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +4.3% | -8.5% | +12.8% | +4.7% |
| 30D | +28.0% | -44.7% | +72.7% | +31.1% |
| 3M | +32.3% | +26.2% | +6.1% | +28.0% |
| 6M | +29.9% | +123.2% | -93.3% | +19.8% |
| YTD | -7.1% | +196.0% | -203.1% | -17.1% |
| 1Y | -9.2% | +240.9% | -250.1% | -20.0% |
| 3Y | +0.7% | +103.5% | -102.8% | -17.4% |
| 5Y | -21.1% | -65.5% | +44.4% | -25.5% |
| All | -21.1% | -67.2% | +46.2% | -25.5% |
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