-25.0%
TEVA vs IOVA
+9.7%
-34.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +1.4% |
| 7D | +2.0% | -2.2% | +4.2% | +2.2% |
| 30D | +1.0% | +27.6% | -26.6% | -2.2% |
| 3M | +7.3% | +117.2% | -109.9% | -3.8% |
| 6M | +21.7% | +77.7% | -56.0% | +10.7% |
| YTD | +18.8% | +215.0% | -196.2% | -0.4% |
| 1Y | +86.5% | +255.4% | -168.9% | +52.2% |
| 3Y | +269.4% | +42.6% | +226.8% | +196.0% |
| 5Y | +303.6% | -62.2% | +365.8% | +254.2% |
| All | -25.0% | +9.7% | -34.6% | -46.6% |
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