+345.4%
TECK vs IOVA
+3.8%
+341.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.4% | -2.9% | -6.0% |
| 7D | -4.2% | -6.4% | +2.2% | -3.6% |
| 30D | -0.4% | +25.4% | -25.8% | -2.7% |
| 3M | +10.1% | +115.3% | -105.2% | +1.0% |
| 6M | +26.0% | +56.5% | -30.5% | +18.1% |
| YTD | +38.0% | +198.2% | -160.1% | +20.4% |
| 1Y | +63.8% | +242.0% | -178.2% | +39.6% |
| 3Y | +68.5% | +36.8% | +31.7% | +43.3% |
| 5Y | +179.2% | -64.3% | +243.4% | +154.8% |
| All | +345.4% | +3.8% | +341.6% | +311.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling