+60.5%
TEM vs IOVA
+5.3%
+55.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +0.9% | +9.7% | -8.8% | -1.1% |
| 30D | +38.4% | +102.5% | -64.2% | +17.4% |
| 3M | +23.7% | +100.7% | -77.0% | +3.6% |
| 6M | +26.0% | +106.3% | -80.3% | +2.7% |
| YTD | +9.4% | +222.0% | -212.5% | -21.7% |
| 1Y | -17.3% | +299.5% | -316.8% | -45.6% |
| All | +60.5% | +5.3% | +55.3% | +42.5% |
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