+2,973.5%
TSLA vs IOVA
+12.2%
+2,961.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -4.7% | -8.5% | +3.8% | -3.4% |
| 30D | -0.8% | -44.7% | +44.0% | +6.0% |
| 3M | +14.8% | +26.2% | -11.5% | +7.7% |
| 6M | -11.3% | +123.2% | -134.5% | -25.4% |
| YTD | -15.6% | +196.0% | -211.5% | -33.5% |
| 1Y | -14.7% | +240.9% | -255.6% | -34.8% |
| 3Y | +76.9% | +103.5% | -26.6% | +23.1% |
| 5Y | +6.7% | -65.5% | +72.2% | -8.5% |
| 10Y | +2,973.5% | +7.0% | +2,966.5% | +2,386.6% |
| All | +2,973.5% | +12.2% | +2,961.3% | +2,386.6% |
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