-81.0%
TE vs IOVA
-67.2%
-13.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -9.4% |
| 7D | -26.9% | -8.5% | -18.4% | -25.2% |
| 30D | -38.9% | -44.7% | +5.8% | -32.0% |
| 3M | -61.0% | +26.2% | -87.3% | -64.9% |
| 6M | -66.4% | +123.2% | -189.6% | -74.5% |
| YTD | -69.0% | +196.0% | -265.0% | -78.8% |
| 1Y | -54.0% | +240.9% | -294.9% | -69.8% |
| 3Y | +38.0% | +103.5% | -65.5% | -11.3% |
| 5Y | -81.0% | -65.5% | -15.5% | -83.3% |
| All | -81.0% | -67.2% | -13.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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