+24.5%
IOVA vs PENG
+720.8%
-696.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -2.4% |
| 7D | -7.0% | +1.9% | -8.9% | -8.0% |
| 30D | -44.4% | -37.8% | -6.7% | -38.4% |
| 3M | +24.7% | -14.1% | +38.7% | +26.5% |
| 6M | +118.6% | +13.1% | +105.5% | +95.4% |
| YTD | +196.3% | +151.8% | +44.5% | +111.5% |
| 1Y | +205.3% | +136.0% | +69.3% | +121.3% |
| 3Y | +103.8% | +217.9% | -114.2% | +31.2% |
| 5Y | -65.6% | +64.1% | -129.7% | -76.2% |
| All | +24.5% | +720.8% | -696.4% | -41.8% |
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