+100.7%
TECK vs IOVA
-91.6%
+192.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -0.3% | +9.7% | -10.1% | -0.6% |
| 30D | +4.6% | +102.5% | -97.9% | +2.1% |
| 3M | +2.8% | +100.7% | -97.8% | +0.2% |
| 6M | +24.9% | +106.3% | -81.4% | +21.2% |
| YTD | +44.7% | +222.0% | -177.2% | +38.3% |
| 1Y | +112.0% | +299.5% | -187.6% | +100.7% |
| 3Y | +67.6% | +42.9% | +24.7% | +59.6% |
| 5Y | +200.3% | -65.0% | +265.3% | +191.2% |
| 10Y | +358.2% | +10.3% | +347.9% | +330.0% |
| All | +100.7% | -91.6% | +192.4% | +81.9% |
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 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