+46.5%
TSLA vs IOVA
-63.5%
+110.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.4% | +5.1% | -1.7% | +2.8% |
| 30D | +12.0% | +37.2% | -25.2% | +7.8% |
| 3M | -10.0% | +117.5% | -127.5% | -19.2% |
| 6M | -7.2% | +69.6% | -76.8% | -15.1% |
| YTD | -18.1% | +218.7% | -236.8% | -31.5% |
| 1Y | +6.3% | +265.5% | -259.3% | -13.8% |
| 3Y | +48.2% | +46.2% | +1.9% | +16.9% |
| 5Y | +46.5% | -63.2% | +109.8% | +33.1% |
| All | +46.5% | -63.5% | +110.0% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling