+192.5%
TECH vs IOVA
+12.2%
+180.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.2% | -8.5% | +8.7% | +1.1% |
| 30D | +0.5% | -44.7% | +45.2% | +5.5% |
| 3M | +1.1% | +26.2% | -25.2% | -3.9% |
| 6M | +51.0% | +123.2% | -72.2% | +32.2% |
| YTD | +24.4% | +196.0% | -171.6% | +3.0% |
| 1Y | +27.4% | +240.9% | -213.5% | +3.3% |
| 3Y | +28.5% | +103.5% | -75.0% | +0.1% |
| 5Y | -40.9% | -65.5% | +24.6% | -47.9% |
| 10Y | +192.5% | +7.0% | +185.5% | +116.6% |
| All | +192.5% | +12.2% | +180.3% | +116.6% |
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