-13.3%
TSLA vs IOVA
+362.8%
-376.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.9% | -3.3% |
| 7D | -4.7% | -41.3% | +36.5% | -3.5% |
| 30D | +1.7% | -38.5% | +40.2% | +2.8% |
| 3M | +17.7% | +99.5% | -81.9% | +13.7% |
| 6M | -1.9% | +126.0% | -127.8% | -6.3% |
| YTD | -14.3% | +218.7% | -233.0% | -19.3% |
| 1Y | -13.3% | +378.0% | -391.3% | -18.2% |
| All | -13.3% | +362.8% | -376.1% | -18.2% |
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