+1,502.2%
TSM vs IOVA
+28.7%
+1,473.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.4% |
| 7D | -2.5% | +1.9% | -4.4% | -2.6% |
| 30D | -14.3% | -44.1% | +29.8% | -10.6% |
| 3M | -7.2% | +28.9% | -36.1% | -10.5% |
| 6M | -5.1% | +125.7% | -130.8% | -14.0% |
| YTD | +28.9% | +199.3% | -170.4% | +12.4% |
| 1Y | +37.1% | +255.2% | -218.1% | +17.3% |
| 3Y | +341.5% | +106.8% | +234.6% | +262.9% |
| 5Y | +245.7% | -67.1% | +312.8% | +216.9% |
| 10Y | +1,502.2% | +16.7% | +1,485.5% | +1,213.1% |
| All | +1,502.2% | +28.7% | +1,473.6% | +1,213.1% |
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