+6.1%
IOVA vs TAP
-52.1%
+58.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +0.2% |
| 7D | +5.1% | -2.3% | +7.4% | +5.8% |
| 30D | +37.2% | -9.4% | +46.6% | +41.0% |
| 3M | +117.5% | -0.8% | +118.3% | +117.2% |
| 6M | +69.6% | -14.7% | +84.3% | +76.8% |
| YTD | +218.7% | -13.9% | +232.6% | +228.4% |
| 1Y | +265.5% | -18.6% | +284.2% | +282.5% |
| 3Y | +46.2% | -32.0% | +78.2% | +61.1% |
| 5Y | -63.2% | -1.0% | -62.3% | -63.4% |
| 10Y | +6.1% | -51.4% | +57.4% | +4.5% |
| All | +6.1% | -52.1% | +58.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling