+189.2%
TECH vs IOVA
-0.9%
+190.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.6% |
| 7D | +0.2% | -1.4% | +1.7% | +0.4% |
| 30D | +0.5% | -47.4% | +47.9% | +6.0% |
| 3M | +1.0% | +13.2% | -12.2% | -2.9% |
| 6M | +54.1% | +114.3% | -60.3% | +35.3% |
| YTD | +24.4% | +179.5% | -155.1% | +3.6% |
| 1Y | +19.3% | +200.4% | -181.1% | -1.9% |
| 3Y | +28.5% | +92.2% | -63.7% | +0.7% |
| 5Y | -41.0% | -63.8% | +22.8% | -48.3% |
| All | +189.2% | -0.9% | +190.1% | +115.0% |
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