-18.4%
TEVA vs IOVA
-92.0%
+73.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.7% |
| 30D | +2.0% | +31.7% | -29.8% | +1.1% |
| 3M | +7.0% | +117.3% | -110.3% | +4.3% |
| 6M | +17.0% | +55.8% | -38.8% | +14.9% |
| YTD | +18.1% | +208.8% | -190.7% | +13.6% |
| 1Y | +87.2% | +255.7% | -168.5% | +79.1% |
| 3Y | +283.1% | +41.7% | +241.4% | +267.1% |
| 5Y | +298.4% | -64.9% | +363.3% | +287.3% |
| 10Y | -23.4% | +6.3% | -29.7% | -26.7% |
| All | -18.4% | -92.0% | +73.6% | -21.2% |
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