+16.7%
IOVA vs TAP
-49.5%
+66.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | +1.9% | -7.8% | +9.7% | +3.9% |
| 30D | -44.1% | +7.1% | -51.2% | -45.5% |
| 3M | +28.9% | -7.0% | +35.9% | +30.4% |
| 6M | +125.7% | -3.8% | +129.5% | +125.5% |
| YTD | +199.3% | -11.7% | +211.0% | +203.6% |
| 1Y | +255.2% | -10.1% | +265.3% | +258.2% |
| 3Y | +106.8% | -23.7% | +130.5% | +119.7% |
| 5Y | -67.1% | +2.9% | -70.0% | -67.7% |
| 10Y | +16.7% | -49.5% | +66.2% | +9.7% |
| All | +16.7% | -49.5% | +66.2% | +9.7% |
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