+85.2%
TECK vs IOVA
-92.3%
+177.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.2% | -7.0% | +5.8% | -1.0% |
| 30D | -5.7% | -44.4% | +38.7% | -4.3% |
| 3M | -3.6% | +24.7% | -28.3% | -4.8% |
| 6M | -2.2% | +118.6% | -120.9% | -5.5% |
| YTD | +33.6% | +196.3% | -162.8% | +27.3% |
| 1Y | +49.0% | +205.3% | -156.3% | +41.8% |
| 3Y | +85.4% | +103.8% | -18.4% | +74.5% |
| 5Y | +138.5% | -65.6% | +204.1% | +130.5% |
| 10Y | +218.0% | +6.4% | +211.5% | +197.7% |
| All | +85.2% | -92.3% | +177.5% | +67.5% |
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