+786.5%
TSEM vs IOVA
+0.8%
+785.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.7% | -7.1% |
| 7D | +7.0% | -3.5% | +10.4% | +7.3% |
| 30D | -29.8% | -45.4% | +15.6% | -25.8% |
| 3M | -41.9% | +19.0% | -60.9% | -43.8% |
| 6M | -45.8% | +112.0% | -157.8% | -51.1% |
| YTD | +25.1% | +184.2% | -159.2% | +7.9% |
| 1Y | +48.2% | +222.0% | -173.8% | +25.8% |
| 3Y | +476.5% | +92.6% | +383.9% | +364.8% |
| 5Y | +301.4% | -63.2% | +364.6% | +259.1% |
| All | +786.5% | +0.8% | +785.7% | +573.2% |
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 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