+265.5%
IOVA vs PEGA
-35.6%
+301.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | +5.1% | -2.4% | +7.5% | +5.5% |
| 30D | +37.2% | +9.6% | +27.6% | +34.8% |
| 3M | +117.5% | +2.3% | +115.2% | +116.7% |
| 6M | +69.6% | -23.9% | +93.5% | +84.2% |
| YTD | +218.7% | -39.8% | +258.4% | +264.5% |
| 1Y | +265.5% | -37.4% | +303.0% | +321.0% |
| All | +265.5% | -35.6% | +301.1% | +321.0% |
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 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