-7.0%
TSN vs IOVA
+4.5%
-11.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.9% |
| 7D | -7.3% | -2.2% | -5.1% | -7.2% |
| 30D | -8.6% | +31.7% | -40.4% | -9.9% |
| 3M | -7.5% | +117.3% | -124.8% | -11.3% |
| 6M | -14.1% | +55.8% | -70.0% | -16.7% |
| YTD | -9.4% | +208.8% | -218.2% | -15.2% |
| 1Y | -4.1% | +255.7% | -259.8% | -11.1% |
| 3Y | +10.3% | +41.7% | -31.3% | +1.3% |
| 5Y | -19.7% | -64.9% | +45.2% | -23.8% |
| 10Y | -7.0% | +6.3% | -13.3% | -16.9% |
| All | -7.0% | +4.5% | -11.5% | -16.9% |
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