+679.5%
TSEM vs IOVA
+50.0%
+629.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +10.4% | +5.1% | +5.4% | +10.0% |
| 30D | -12.9% | +37.2% | -50.2% | -15.4% |
| 3M | -9.2% | +117.5% | -126.7% | -15.7% |
| 6M | +98.8% | +69.6% | +29.2% | +86.6% |
| YTD | +87.2% | +218.7% | -131.5% | +66.7% |
| 1Y | +239.0% | +265.5% | -26.6% | +196.6% |
| 3Y | +679.5% | +46.2% | +633.3% | +533.1% |
| All | +679.5% | +50.0% | +629.5% | +533.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling