+25.7%
IOVA vs PENG
+661.7%
-636.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.3% | -7.6% | -0.6% |
| 7D | +1.9% | -3.8% | +5.7% | +2.3% |
| 30D | -44.1% | -40.1% | -4.0% | -37.3% |
| 3M | +28.9% | -21.8% | +50.7% | +33.8% |
| 6M | +125.7% | +3.3% | +122.4% | +106.5% |
| YTD | +199.3% | +133.6% | +65.6% | +117.8% |
| 1Y | +255.2% | +110.7% | +144.5% | +164.5% |
| 3Y | +106.8% | +204.3% | -97.4% | +34.8% |
| 5Y | -67.1% | +54.4% | -121.4% | -76.9% |
| All | +25.7% | +661.7% | -636.0% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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