+25,757.8%
TSLA vs IOVA
-91.6%
+25,849.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | -15.4% | +100.7% | -116.1% | -18.2% |
| 6M | -12.8% | +106.3% | -119.1% | -16.0% |
| YTD | -21.3% | +222.0% | -243.2% | -25.7% |
| 1Y | +4.6% | +299.5% | -295.0% | -2.5% |
| 3Y | +44.5% | +42.9% | +1.6% | +35.6% |
| 5Y | +44.8% | -65.0% | +109.8% | +39.6% |
| 10Y | +2,585.4% | +10.3% | +2,575.1% | +2,422.6% |
| All | +25,757.8% | -91.6% | +25,849.5% | +23,596.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling