+29.4%
TECH vs IOVA
+95.6%
-66.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.5% |
| 7D | +0.2% | -1.4% | +1.7% | +0.3% |
| 30D | +0.5% | -47.4% | +47.9% | +5.1% |
| 3M | +1.0% | +13.2% | -12.2% | -2.7% |
| 6M | +54.1% | +114.3% | -60.3% | +36.6% |
| YTD | +24.4% | +179.5% | -155.1% | +4.3% |
| 1Y | +19.3% | +200.4% | -181.1% | -1.3% |
| All | +29.4% | +95.6% | -66.2% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling