-63.3%
IOVA vs PENG
+115.2%
-178.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | -0.5% |
| 7D | +9.7% | +4.5% | +5.2% | +8.5% |
| 30D | +102.5% | -7.1% | +109.6% | +104.5% |
| 3M | +100.7% | -27.3% | +127.9% | +105.4% |
| 6M | +106.3% | +169.6% | -63.2% | +39.0% |
| YTD | +222.0% | +164.6% | +57.4% | +115.9% |
| 1Y | +299.5% | +109.5% | +190.1% | +182.9% |
| 3Y | +42.9% | +98.9% | -56.0% | -7.9% |
| All | -63.3% | +115.2% | -178.6% | -75.6% |
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