-60.4%
IOVA vs PEGA
-44.5%
-15.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -45.4% | -4.1% | -41.3% | -44.3% |
| 3M | +19.0% | -2.8% | +21.8% | +20.2% |
| 6M | +112.0% | -0.4% | +112.5% | +107.8% |
| YTD | +184.2% | -45.4% | +229.6% | +245.1% |
| 1Y | +222.0% | -42.6% | +264.6% | +282.6% |
| 3Y | +92.6% | +45.4% | +47.1% | +53.8% |
| All | -60.4% | -44.5% | -15.9% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling