+330.4%
TSM vs IOVA
+99.0%
+231.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +6.2% | -3.5% | +9.7% | +6.5% |
| 30D | -7.3% | -45.4% | +38.1% | -3.9% |
| 3M | -7.1% | +19.0% | -26.1% | -9.2% |
| 6M | +0.2% | +112.0% | -111.8% | -6.8% |
| YTD | +32.2% | +184.2% | -152.0% | +19.3% |
| 1Y | +42.8% | +222.0% | -179.2% | +27.4% |
| 3Y | +330.4% | +92.6% | +237.8% | +278.1% |
| All | +330.4% | +99.0% | +231.4% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling