+915.3%
TSEM vs IOVA
-91.6%
+1,006.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.0% | +6.8% | +7.8% |
| 7D | +6.9% | +9.7% | -2.8% | +6.6% |
| 30D | +5.3% | +102.5% | -97.2% | +3.1% |
| 3M | -14.9% | +100.7% | -115.6% | -16.8% |
| 6M | +80.0% | +106.3% | -26.3% | +75.5% |
| YTD | +89.4% | +222.0% | -132.6% | +82.1% |
| 1Y | +253.1% | +299.5% | -46.5% | +236.7% |
| 3Y | +642.1% | +42.9% | +599.2% | +611.2% |
| 5Y | +659.1% | -65.0% | +724.1% | +638.5% |
| 10Y | +1,291.4% | +10.3% | +1,281.1% | +1,219.8% |
| All | +915.3% | -91.6% | +1,006.9% | +786.8% |
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