+5,463.2%
TSM vs IOVA
-92.3%
+5,555.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.9% | +2.5% | +6.2% |
| 7D | -7.6% | -5.2% | -2.4% | -7.4% |
| 30D | -20.5% | -37.8% | +17.3% | -19.7% |
| 3M | -10.0% | +29.5% | -39.5% | -10.8% |
| 6M | -10.1% | +96.6% | -106.6% | -12.1% |
| YTD | +24.5% | +194.5% | -170.0% | +20.2% |
| 1Y | +31.2% | +248.1% | -216.9% | +26.0% |
| 3Y | +322.0% | +86.1% | +235.9% | +304.0% |
| 5Y | +245.3% | -67.8% | +313.1% | +236.7% |
| 10Y | +1,465.8% | +38.6% | +1,427.2% | +1,392.4% |
| All | +5,463.2% | -92.3% | +5,555.5% | +5,045.8% |
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 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