-97.2%
TSLQ vs IOVA
-32.0%
-65.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | -0.3% |
| 7D | -8.0% | -2.2% | -5.8% | -8.3% |
| 30D | -23.8% | +31.7% | -55.5% | -20.2% |
| 3M | -7.0% | +117.3% | -124.3% | +6.8% |
| 6M | -17.1% | +55.8% | -72.9% | -7.8% |
| YTD | +0.1% | +208.8% | -208.7% | +27.0% |
| 1Y | -51.2% | +255.7% | -306.9% | -35.5% |
| 3Y | -95.9% | +41.7% | -137.6% | -94.3% |
| All | -97.2% | -32.0% | -65.2% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling