-60.4%
IOVA vs PENG
+56.5%
-116.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.2% | +3.1% |
| 7D | -3.5% | +13.2% | -16.7% | -6.9% |
| 30D | -45.4% | -29.9% | -15.5% | -40.8% |
| 3M | +19.0% | -22.2% | +41.3% | +23.9% |
| 6M | +112.0% | -1.9% | +113.9% | +92.8% |
| YTD | +184.2% | +142.1% | +42.1% | +91.2% |
| 1Y | +222.0% | +151.5% | +70.5% | +113.8% |
| 3Y | +92.6% | +206.9% | -114.4% | +13.0% |
| All | -60.4% | +56.5% | -116.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling