-92.7%
IOVA vs TAP
+24.3%
-117.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +5.6% |
| 7D | -5.2% | +0.5% | -5.7% | -5.9% |
| 30D | -37.8% | +9.1% | -46.9% | -40.5% |
| 3M | +29.5% | -3.8% | +33.3% | +29.7% |
| 6M | +96.6% | -3.4% | +100.0% | +95.7% |
| YTD | +194.5% | -10.6% | +205.1% | +198.7% |
| 1Y | +248.1% | -4.4% | +252.5% | +242.4% |
| 3Y | +86.1% | -24.4% | +110.5% | +102.1% |
| 5Y | -67.8% | +2.1% | -69.9% | -69.9% |
| 10Y | +38.6% | -48.7% | +87.4% | +68.5% |
| All | -92.7% | +24.3% | -117.0% | -95.4% |
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