-92.0%
IOVA vs PEGA
+480.6%
-572.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +9.7% | +3.3% | +6.4% | +8.5% |
| 30D | +102.5% | +17.7% | +84.8% | +90.6% |
| 3M | +100.7% | +5.8% | +94.9% | +93.6% |
| 6M | +106.3% | -20.3% | +126.6% | +117.3% |
| YTD | +222.0% | -37.1% | +259.1% | +266.4% |
| 1Y | +299.5% | -30.2% | +329.7% | +333.6% |
| 3Y | +42.9% | +48.1% | -5.2% | +14.7% |
| 5Y | -65.0% | -46.8% | -18.2% | -62.8% |
| 10Y | +10.3% | +191.3% | -181.0% | -20.5% |
| All | -92.0% | +480.6% | -572.6% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling