-67.9%
IOVA vs PENG
+42.1%
-110.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +12.4% | -8.5% | +0.7% |
| 7D | -5.2% | -19.4% | +14.3% | -0.2% |
| 30D | -37.8% | -42.4% | +4.6% | -28.9% |
| 3M | +29.5% | -25.6% | +55.1% | +36.7% |
| 6M | +96.6% | +7.3% | +89.3% | +72.7% |
| YTD | +194.5% | +113.9% | +80.7% | +104.8% |
| 1Y | +248.1% | +93.6% | +154.5% | +148.4% |
| 3Y | +86.1% | +170.2% | -84.1% | +12.8% |
| All | -67.9% | +42.1% | -110.0% | -80.3% |
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