+207.6%
TSEM vs IOVA
+244.9%
-37.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -3.6% |
| 7D | +0.9% | -6.4% | +7.4% | +1.5% |
| 30D | -16.6% | +25.4% | -42.1% | -18.4% |
| 3M | -10.9% | +115.3% | -126.2% | -16.6% |
| 6M | +78.0% | +56.5% | +21.5% | +65.6% |
| YTD | +77.2% | +198.2% | -121.0% | +62.7% |
| 1Y | +207.6% | +242.0% | -34.4% | +190.4% |
| All | +207.6% | +244.9% | -37.3% | +190.4% |
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