+295.2%
TEL vs IOVA
+3.8%
+291.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | -2.3% | -6.4% | +4.2% | -1.7% |
| 30D | -6.1% | +25.4% | -31.5% | -8.2% |
| 3M | +1.7% | +115.3% | -113.6% | -6.4% |
| 6M | +1.6% | +56.5% | -54.9% | -4.4% |
| YTD | -9.1% | +198.2% | -207.2% | -19.9% |
| 1Y | -1.7% | +242.0% | -243.7% | -15.2% |
| 3Y | +67.3% | +36.8% | +30.5% | +44.0% |
| 5Y | +52.1% | -64.3% | +116.4% | +39.3% |
| All | +295.2% | +3.8% | +291.4% | +229.8% |
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