+63.8%
TECK vs IOVA
+244.9%
-181.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.4% | -2.9% | -6.1% |
| 7D | -4.2% | -6.4% | +2.2% | -3.9% |
| 30D | -0.4% | +25.4% | -25.8% | -1.8% |
| 3M | +10.1% | +115.3% | -105.2% | +4.6% |
| 6M | +26.0% | +56.5% | -30.5% | +21.5% |
| YTD | +38.0% | +198.2% | -160.1% | +25.1% |
| 1Y | +63.8% | +242.0% | -178.2% | +49.2% |
| All | +63.8% | +244.9% | -181.1% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling