+48.2%
TSEM vs IOVA
+207.9%
-159.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.7% | -8.7% | -7.2% |
| 7D | +7.0% | -3.5% | +10.4% | +7.4% |
| 30D | -29.8% | -45.4% | +15.6% | -26.0% |
| 3M | -41.9% | +19.0% | -60.9% | -43.3% |
| 6M | -45.8% | +112.0% | -157.8% | -49.8% |
| YTD | +25.1% | +184.2% | -159.2% | +13.2% |
| 1Y | +48.2% | +222.0% | -173.8% | +36.2% |
| All | +48.2% | +207.9% | -159.7% | +36.2% |
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 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