-92.0%
IOVA vs TAP
+24.8%
-116.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +9.7% | -2.3% | +12.1% | +10.7% |
| 30D | +102.5% | -2.1% | +104.7% | +104.3% |
| 3M | +100.7% | +6.6% | +94.1% | +94.3% |
| 6M | +106.3% | -11.5% | +117.8% | +115.2% |
| YTD | +222.0% | -10.3% | +232.2% | +230.0% |
| 1Y | +299.5% | -14.4% | +313.9% | +316.6% |
| 3Y | +42.9% | -28.3% | +71.2% | +60.4% |
| 5Y | -65.0% | +1.7% | -66.7% | -66.8% |
| 10Y | +10.3% | -49.2% | +59.5% | +36.5% |
| All | -92.0% | +24.8% | -116.8% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling