+815.0%
TEL vs IOVA
-91.6%
+906.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | +3.0% | +9.7% | -6.8% | +2.7% |
| 30D | -3.9% | +102.5% | -106.5% | -5.8% |
| 3M | -5.1% | +100.7% | -105.8% | -7.1% |
| 6M | +0.6% | +106.3% | -105.7% | -1.8% |
| YTD | -7.3% | +222.0% | -229.3% | -10.6% |
| 1Y | +1.1% | +299.5% | -298.4% | -3.2% |
| 3Y | +63.7% | +42.9% | +20.8% | +57.5% |
| 5Y | +50.7% | -65.0% | +115.6% | +46.9% |
| 10Y | +290.2% | +10.3% | +279.9% | +271.6% |
| All | +815.0% | -91.6% | +906.6% | +723.3% |
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