+1.1%
IOVA vs PEGA
+94.9%
-93.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.8% | -6.6% |
| 7D | -1.4% | -4.6% | +3.1% | +0.4% |
| 30D | -47.4% | -6.8% | -40.6% | -45.5% |
| 3M | +13.2% | +2.6% | +10.6% | +11.5% |
| 6M | +114.3% | -5.4% | +119.7% | +113.0% |
| YTD | +179.5% | -46.0% | +225.5% | +253.7% |
| 1Y | +200.4% | -45.6% | +246.0% | +277.6% |
| 3Y | +92.2% | +43.2% | +49.0% | +39.1% |
| 5Y | -63.8% | -45.3% | -18.5% | -59.1% |
| All | +1.1% | +94.9% | -93.9% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling