+16.7%
IOVA vs PEGA
+99.2%
-82.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +3.4% |
| 7D | +1.9% | -10.0% | +11.8% | +6.6% |
| 30D | -44.1% | -12.7% | -31.4% | -40.4% |
| 3M | +28.9% | -4.6% | +33.5% | +30.9% |
| 6M | +125.7% | -13.1% | +138.8% | +133.2% |
| YTD | +199.3% | -47.6% | +246.8% | +283.7% |
| 1Y | +255.2% | -47.0% | +302.2% | +352.1% |
| 3Y | +106.8% | +42.0% | +64.8% | +50.3% |
| 5Y | -67.1% | -47.8% | -19.2% | -61.9% |
| 10Y | +16.7% | +92.0% | -75.3% | -28.0% |
| All | +16.7% | +99.2% | -82.5% | -28.0% |
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