+78.0%
TECK vs IOVA
-92.7%
+170.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.7% | +1.8% | -3.7% |
| 7D | +2.1% | -1.4% | +3.6% | +2.2% |
| 30D | -8.9% | -47.4% | +38.5% | -7.4% |
| 3M | -7.1% | +13.2% | -20.3% | -7.9% |
| 6M | -7.0% | +114.3% | -121.3% | -10.0% |
| YTD | +28.3% | +179.5% | -151.1% | +22.6% |
| 1Y | +40.6% | +200.4% | -159.8% | +33.8% |
| 3Y | +78.2% | +92.2% | -14.0% | +68.0% |
| 5Y | +129.5% | -63.8% | +193.3% | +121.7% |
| 10Y | +205.6% | +0.4% | +205.2% | +186.6% |
| All | +78.0% | -92.7% | +170.7% | +61.2% |
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 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