+6,238.5%
TSM vs IOVA
-91.6%
+6,330.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.8% |
| 7D | +2.7% | +9.7% | -7.0% | +2.5% |
| 30D | +3.6% | +102.5% | -98.9% | +1.7% |
| 3M | -3.4% | +100.7% | -104.1% | -5.3% |
| 6M | +20.6% | +106.3% | -85.7% | +17.9% |
| YTD | +41.9% | +222.0% | -180.1% | +37.1% |
| 1Y | +84.4% | +299.5% | -215.2% | +76.9% |
| 3Y | +380.2% | +42.9% | +337.3% | +362.7% |
| 5Y | +275.3% | -65.0% | +340.3% | +266.3% |
| 10Y | +1,751.4% | +10.3% | +1,741.1% | +1,670.3% |
| All | +6,238.5% | -91.6% | +6,330.1% | +5,768.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling