+265.7%
TSM vs IOVA
-63.3%
+329.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | -7.1% | +19.0% | -26.1% | -9.4% |
| 6M | +0.2% | +112.0% | -111.8% | -7.4% |
| YTD | +32.2% | +184.2% | -152.0% | +18.1% |
| 1Y | +42.8% | +222.0% | -179.2% | +25.9% |
| 3Y | +330.4% | +92.6% | +237.8% | +265.7% |
| All | +265.7% | -63.3% | +329.0% | +233.4% |
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 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