+12.2%
TEM vs IOVA
+233.9%
-221.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.4% |
| 7D | +3.5% | -8.5% | +12.0% | +5.0% |
| 30D | +13.5% | -44.7% | +58.3% | +22.2% |
| 3M | +46.3% | +26.2% | +20.0% | +38.1% |
| 6M | +61.5% | +123.2% | -61.7% | +38.0% |
| YTD | +36.4% | +196.0% | -159.6% | +6.2% |
| 1Y | +12.2% | +240.9% | -228.7% | -15.4% |
| All | +12.2% | +233.9% | -221.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling