+196.7%
TECH vs IOVA
+28.7%
+168.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | +0.2% | +1.9% | -1.7% | -0.1% |
| 30D | +0.5% | -44.1% | +44.6% | +5.4% |
| 3M | +0.9% | +28.9% | -28.0% | -4.3% |
| 6M | +51.0% | +125.7% | -74.6% | +32.0% |
| YTD | +24.4% | +199.3% | -174.9% | +2.9% |
| 1Y | +27.6% | +255.2% | -227.6% | +2.9% |
| 3Y | +29.9% | +106.8% | -76.9% | +1.0% |
| 5Y | -40.6% | -67.1% | +26.4% | -47.4% |
| 10Y | +196.7% | +16.7% | +180.0% | +117.4% |
| All | +196.7% | +28.7% | +168.1% | +117.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling