+375.4%
TECK vs IOVA
+7.5%
+367.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.0% |
| 7D | +4.9% | -2.2% | +7.1% | +5.1% |
| 30D | +5.2% | +31.7% | -26.5% | +2.3% |
| 3M | +13.8% | +117.3% | -103.5% | +4.2% |
| 6M | +38.5% | +55.8% | -17.3% | +29.9% |
| YTD | +47.3% | +208.8% | -161.4% | +28.0% |
| 1Y | +81.0% | +255.7% | -174.7% | +53.7% |
| 3Y | +79.9% | +41.7% | +38.2% | +52.4% |
| 5Y | +207.9% | -64.9% | +272.8% | +181.8% |
| All | +375.4% | +7.5% | +367.9% | +337.9% |
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