+4.6%
TSLA vs IOVA
+299.5%
-295.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.0% |
| 7D | +1.5% | +9.7% | -8.2% | +1.1% |
| 30D | +10.1% | +102.5% | -92.4% | +6.2% |
| 3M | -15.4% | +100.7% | -116.1% | -18.5% |
| 6M | -12.8% | +106.3% | -119.1% | -17.0% |
| YTD | -21.3% | +222.0% | -243.2% | -26.9% |
| 1Y | +4.6% | +299.5% | -295.0% | -1.9% |
| All | +4.6% | +299.5% | -295.0% | -1.9% |
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 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