+6.1%
IOVA vs PEGA
+175.4%
-169.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.8% |
| 7D | +5.1% | -2.4% | +7.5% | +6.2% |
| 30D | +37.2% | +9.6% | +27.6% | +31.1% |
| 3M | +117.5% | +2.3% | +115.2% | +110.5% |
| 6M | +69.6% | -23.9% | +93.5% | +84.8% |
| YTD | +218.7% | -39.8% | +258.4% | +283.2% |
| 1Y | +265.5% | -37.4% | +303.0% | +325.4% |
| 3Y | +46.2% | +53.1% | -6.9% | +3.3% |
| 5Y | -63.2% | -47.2% | -16.0% | -57.0% |
| 10Y | +6.1% | +174.3% | -168.3% | -43.8% |
| All | +6.1% | +175.4% | -169.3% | -43.8% |
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