+205.3%
IOVA vs PENG
+120.3%
+85.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.3% | -10.2% | -1.7% |
| 7D | -7.0% | +1.9% | -8.9% | -7.7% |
| 30D | -44.4% | -37.8% | -6.7% | -41.7% |
| 3M | +24.7% | -14.1% | +38.7% | +26.7% |
| 6M | +118.6% | +13.1% | +105.5% | +91.6% |
| YTD | +196.3% | +151.8% | +44.5% | +92.4% |
| 1Y | +205.3% | +136.0% | +69.3% | +103.0% |
| All | +205.3% | +120.3% | +85.0% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling