-60.4%
IOVA vs TAP
+0.6%
-61.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +0.7% |
| 7D | -3.5% | +1.3% | -4.7% | -3.9% |
| 30D | -45.4% | +5.7% | -51.1% | -46.9% |
| 3M | +19.0% | -1.9% | +20.9% | +18.8% |
| 6M | +112.0% | +0.9% | +111.1% | +108.2% |
| YTD | +184.2% | -9.5% | +193.8% | +186.9% |
| 1Y | +222.0% | -9.0% | +230.9% | +223.5% |
| 3Y | +92.6% | -22.2% | +114.8% | +108.4% |
| All | -60.4% | +0.6% | -61.0% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling