-53.2%
TE vs IOVA
-68.5%
+15.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -4.0% | +9.7% | -13.7% | -5.7% |
| 30D | -15.9% | +102.5% | -118.4% | -28.3% |
| 3M | -60.5% | +100.7% | -161.2% | -66.5% |
| 6M | -35.2% | +106.3% | -141.5% | -46.6% |
| YTD | -31.1% | +222.0% | -253.1% | -48.6% |
| 1Y | +148.6% | +299.5% | -150.9% | +74.7% |
| 3Y | -26.4% | +42.9% | -69.3% | -43.0% |
| 5Y | -48.0% | -65.0% | +17.0% | -56.4% |
| All | -53.2% | -68.5% | +15.3% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling