+19.1%
IOVA vs PENG
+520.3%
-501.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -23.0% | +12.0% | -5.5% |
| 7D | -19.0% | -36.7% | +17.7% | -9.8% |
| 30D | -40.3% | -42.0% | +1.8% | -32.3% |
| 3M | +78.3% | -33.2% | +111.5% | +92.9% |
| 6M | +94.5% | +2.1% | +92.4% | +77.7% |
| YTD | +183.5% | +90.3% | +93.2% | +117.2% |
| 1Y | +327.6% | +67.7% | +260.0% | +236.6% |
| 3Y | +83.8% | +154.2% | -70.4% | +25.4% |
| 5Y | -69.0% | +28.3% | -97.3% | -77.2% |
| All | +19.1% | +520.3% | -501.3% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling