+100.1%
TEM vs IOVA
-3.2%
+103.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.4% |
| 7D | +3.5% | -8.5% | +12.0% | +5.5% |
| 30D | +13.5% | -44.7% | +58.3% | +25.6% |
| 3M | +46.3% | +26.2% | +20.0% | +34.3% |
| 6M | +61.5% | +123.2% | -61.7% | +26.2% |
| YTD | +36.4% | +196.0% | -159.6% | -4.3% |
| 1Y | +12.2% | +240.9% | -228.7% | -24.7% |
| All | +100.1% | -3.2% | +103.3% | +74.3% |
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 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