+2,737.0%
TSLA vs IOVA
+4.5%
+2,732.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.3% |
| 7D | +3.0% | -2.2% | +5.2% | +3.3% |
| 30D | +11.2% | +31.7% | -20.6% | +6.5% |
| 3M | -7.3% | +117.3% | -124.5% | -19.1% |
| 6M | -7.7% | +55.8% | -63.6% | -16.6% |
| YTD | -18.2% | +208.8% | -227.0% | -34.2% |
| 1Y | +6.0% | +255.7% | -249.7% | -18.0% |
| 3Y | +48.0% | +41.7% | +6.3% | +12.0% |
| 5Y | +46.2% | -64.9% | +111.1% | +28.1% |
| 10Y | +2,737.0% | +6.3% | +2,730.7% | +2,344.9% |
| All | +2,737.0% | +4.5% | +2,732.6% | +2,344.9% |
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 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