+1,753.6%
TSM vs IOVA
+6.6%
+1,747.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | +6.0% | +5.1% | +1.0% | +5.6% |
| 30D | +4.5% | +37.2% | -32.7% | +1.5% |
| 3M | +3.1% | +117.5% | -114.4% | -4.8% |
| 6M | +30.2% | +69.6% | -39.4% | +22.0% |
| YTD | +45.2% | +218.7% | -173.5% | +27.6% |
| 1Y | +79.6% | +265.5% | -186.0% | +54.5% |
| 3Y | +411.0% | +46.2% | +364.8% | +337.4% |
| 5Y | +290.7% | -63.2% | +354.0% | +258.2% |
| 10Y | +1,753.6% | +6.1% | +1,747.5% | +1,493.8% |
| All | +1,753.6% | +6.6% | +1,747.0% | +1,493.8% |
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 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