+3,125.8%
TSLA vs IOVA
+0.8%
+3,125.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | +8.9% | -3.5% | +12.4% | +9.4% |
| 30D | +6.3% | -45.4% | +51.7% | +13.7% |
| 3M | +14.8% | +19.0% | -4.2% | +8.6% |
| 6M | -12.4% | +112.0% | -124.4% | -25.7% |
| YTD | -13.2% | +184.2% | -197.5% | -31.4% |
| 1Y | -2.9% | +222.0% | -224.9% | -25.1% |
| 3Y | +74.4% | +92.6% | -18.1% | +22.3% |
| 5Y | +13.3% | -63.2% | +76.5% | -4.2% |
| All | +3,125.8% | +0.8% | +3,125.1% | +2,524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling