-40.6%
TECH vs IOVA
-63.3%
+22.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.1% | -3.5% | +3.6% | +0.4% |
| 30D | +0.5% | -45.4% | +45.9% | +5.1% |
| 3M | +1.1% | +19.0% | -17.9% | -3.0% |
| 6M | +62.8% | +112.0% | -49.2% | +44.5% |
| YTD | +24.5% | +184.2% | -159.8% | +4.5% |
| 1Y | +20.6% | +222.0% | -201.3% | -0.6% |
| 3Y | +29.5% | +92.6% | -63.1% | +2.9% |
| All | -40.6% | -63.3% | +22.7% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling