-21.0%
TSLQ vs IOVA
+362.8%
-383.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.5% | +7.9% | +6.4% |
| 7D | +9.8% | -41.3% | +51.1% | +7.1% |
| 30D | -6.0% | -38.5% | +32.5% | -7.9% |
| 3M | -35.0% | +99.5% | -134.5% | -30.4% |
| 6M | -24.9% | +126.0% | -150.9% | -17.8% |
| YTD | -12.7% | +218.7% | -231.3% | -0.9% |
| 1Y | -21.0% | +378.0% | -399.0% | -10.5% |
| All | -21.0% | +362.8% | -383.8% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling