+177.6%
TECH vs IOVA
+6.6%
+171.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.1% |
| 7D | +0.2% | +5.1% | -4.9% | -0.4% |
| 30D | +0.1% | +37.2% | -37.1% | -3.6% |
| 3M | +37.5% | +117.5% | -80.0% | +23.7% |
| 6M | +34.6% | +69.6% | -35.0% | +23.1% |
| YTD | +23.5% | +218.7% | -195.2% | +3.5% |
| 1Y | +34.4% | +265.5% | -231.2% | +9.4% |
| 3Y | +2.3% | +46.2% | -43.9% | -16.3% |
| 5Y | -41.7% | -63.2% | +21.5% | -48.0% |
| 10Y | +177.6% | +6.1% | +171.5% | +110.1% |
| All | +177.6% | +6.6% | +171.0% | +110.1% |
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