+80.5%
TSEM vs IOVA
+362.8%
-282.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.3% | -8.6% |
| 7D | -23.1% | -41.3% | +18.1% | -20.2% |
| 30D | -40.4% | -38.5% | -1.9% | -38.4% |
| 3M | -37.9% | +99.5% | -137.4% | -41.9% |
| 6M | -30.8% | +126.0% | -156.8% | -35.5% |
| YTD | +26.7% | +218.7% | -192.0% | +16.9% |
| 1Y | +80.5% | +378.0% | -297.5% | +70.5% |
| All | +80.5% | +362.8% | -282.3% | +70.5% |
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 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