-97.1%
TSLQ vs IOVA
-34.4%
-62.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +1.8% |
| 7D | +5.7% | -6.4% | +12.1% | +4.6% |
| 30D | -21.1% | +25.4% | -46.5% | -17.9% |
| 3M | -11.5% | +115.3% | -126.9% | +1.6% |
| 6M | -14.9% | +56.5% | -71.5% | -5.2% |
| YTD | +2.4% | +198.2% | -195.7% | +29.3% |
| 1Y | -49.8% | +242.0% | -291.8% | -34.1% |
| 3Y | -95.8% | +36.8% | -132.6% | -94.2% |
| All | -97.1% | -34.4% | -62.8% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling