-12.8%
TSLA vs IOVA
+131.3%
-144.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.0% |
| 7D | +1.5% | +9.7% | -8.2% | +1.2% |
| 30D | +10.1% | +102.5% | -92.4% | +7.1% |
| 3M | -15.4% | +100.7% | -116.1% | -17.4% |
| 6M | -12.8% | +106.3% | -119.1% | -16.5% |
| All | -12.8% | +131.3% | -144.1% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling