+440.8%
TECH vs IOVA
-91.6%
+532.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | +0.1% | +9.7% | -9.6% | -0.1% |
| 30D | +0.7% | +102.5% | -101.8% | -1.3% |
| 3M | +36.3% | +100.7% | -64.3% | +33.4% |
| 6M | +25.6% | +106.3% | -80.8% | +22.4% |
| YTD | +23.7% | +222.0% | -198.3% | +19.0% |
| 1Y | +37.6% | +299.5% | -261.9% | +31.3% |
| 3Y | -6.6% | +42.9% | -49.5% | -10.2% |
| 5Y | -42.2% | -65.0% | +22.7% | -43.8% |
| 10Y | +187.6% | +10.3% | +177.3% | +175.6% |
| All | +440.8% | -91.6% | +532.4% | +412.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling