+378.0%
IOVA vs PEGA
-44.4%
+422.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -41.3% | -2.9% | -38.4% | -40.6% |
| 30D | -38.5% | -0.5% | -38.0% | -38.1% |
| 3M | +99.5% | +8.5% | +91.0% | +96.5% |
| 6M | +126.0% | -6.3% | +132.2% | +131.5% |
| YTD | +218.7% | -42.2% | +260.9% | +310.4% |
| 1Y | +378.0% | -43.4% | +421.5% | +545.3% |
| All | +378.0% | -44.4% | +422.5% | +545.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling