+1,326.7%
TSEM vs IOVA
+4.5%
+1,322.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | +4.7% | -2.2% | +6.9% | +5.0% |
| 30D | -14.2% | +31.7% | -46.0% | -16.8% |
| 3M | -5.0% | +117.3% | -122.3% | -13.3% |
| 6M | +87.6% | +55.8% | +31.7% | +75.6% |
| YTD | +84.4% | +208.8% | -124.4% | +59.9% |
| 1Y | +235.4% | +255.7% | -20.3% | +183.7% |
| 3Y | +668.0% | +41.7% | +626.3% | +544.7% |
| 5Y | +644.7% | -64.9% | +709.6% | +578.6% |
| 10Y | +1,326.7% | +6.3% | +1,320.4% | +998.6% |
| All | +1,326.7% | +4.5% | +1,322.2% | +998.6% |
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