+595.4%
TSEM vs IOVA
-92.2%
+687.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.8% |
| 7D | -2.0% | +1.9% | -3.8% | -2.0% |
| 30D | -33.4% | -44.1% | +10.7% | -32.4% |
| 3M | -39.7% | +28.9% | -68.5% | -40.3% |
| 6M | -27.8% | +125.7% | -153.5% | -29.9% |
| YTD | +29.7% | +199.3% | -169.6% | +24.6% |
| 1Y | +81.1% | +255.2% | -174.1% | +73.1% |
| 3Y | +529.3% | +106.8% | +422.5% | +497.6% |
| 5Y | +315.0% | -67.1% | +382.0% | +303.4% |
| 10Y | +865.7% | +16.7% | +849.0% | +814.3% |
| All | +595.4% | -92.2% | +687.6% | +506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling