+240.9%
IOVA vs PENG
+103.2%
+137.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | -8.5% | -16.1% | +7.6% | -6.3% |
| 30D | -44.7% | -41.5% | -3.3% | -41.6% |
| 3M | +26.2% | -19.1% | +45.4% | +29.9% |
| 6M | +123.2% | +0.9% | +122.3% | +104.3% |
| YTD | +196.0% | +128.2% | +67.7% | +114.7% |
| 1Y | +240.9% | +98.6% | +142.4% | +150.7% |
| All | +240.9% | +103.2% | +137.7% | +150.7% |
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