+887.4%
TSEM vs IOVA
+7.2%
+880.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.1% | +7.5% | +7.6% |
| 7D | +6.8% | -7.0% | +13.8% | +7.7% |
| 30D | -26.6% | -44.4% | +17.8% | -22.6% |
| 3M | -36.3% | +24.7% | -61.0% | -38.7% |
| 6M | -30.6% | +118.6% | -149.2% | -37.6% |
| YTD | +35.3% | +196.3% | -161.0% | +16.2% |
| 1Y | +59.2% | +205.3% | -146.1% | +35.9% |
| 3Y | +547.7% | +103.8% | +443.9% | +419.2% |
| 5Y | +337.5% | -65.6% | +403.1% | +295.2% |
| 10Y | +887.4% | +6.4% | +880.9% | +648.8% |
| All | +887.4% | +7.2% | +880.2% | +648.8% |
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