+97.3%
TEM vs IOVA
-3.1%
+100.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +5.1% | -7.0% | +12.1% | +6.7% |
| 30D | +16.8% | -44.4% | +61.3% | +29.1% |
| 3M | +42.6% | +24.7% | +18.0% | +31.3% |
| 6M | +63.9% | +118.6% | -54.7% | +28.8% |
| YTD | +34.5% | +196.3% | -161.8% | -5.6% |
| 1Y | +11.0% | +205.3% | -194.3% | -23.2% |
| All | +97.3% | -3.1% | +100.5% | +71.8% |
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