+28,442.4%
TSLA vs IOVA
-92.3%
+28,534.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.5% | -7.0% | +8.5% | +1.8% |
| 30D | +3.4% | -44.4% | +47.8% | +5.4% |
| 3M | +17.4% | +24.7% | -7.2% | +15.6% |
| 6M | -12.2% | +118.6% | -130.8% | -15.9% |
| YTD | -13.1% | +196.3% | -209.4% | -18.3% |
| 1Y | -11.1% | +205.3% | -216.4% | -16.6% |
| 3Y | +82.1% | +103.8% | -21.7% | +68.2% |
| 5Y | +10.3% | -65.6% | +75.8% | +5.8% |
| 10Y | +3,009.1% | +6.4% | +3,002.7% | +2,810.9% |
| All | +28,442.4% | -92.3% | +28,534.7% | +25,976.8% |
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