+86.1%
IOVA vs TAP
-23.7%
+109.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +5.5% |
| 7D | -5.2% | +0.5% | -5.7% | -6.0% |
| 30D | -37.8% | +9.1% | -46.9% | -40.7% |
| 3M | +29.5% | -3.8% | +33.3% | +30.3% |
| 6M | +96.6% | -3.4% | +100.0% | +96.3% |
| YTD | +194.5% | -10.6% | +205.1% | +198.4% |
| 1Y | +248.1% | -4.4% | +252.5% | +234.0% |
| 3Y | +86.1% | -24.4% | +110.5% | +77.5% |
| All | +86.1% | -23.7% | +109.8% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling