+378.0%
IOVA vs PFG
+46.8%
+331.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.4% |
| 7D | -41.3% | +4.9% | -46.1% | -42.0% |
| 30D | -38.5% | +5.7% | -44.2% | -39.4% |
| 3M | +99.5% | +2.6% | +97.0% | +98.5% |
| 6M | +126.0% | +19.8% | +106.2% | +104.2% |
| YTD | +218.7% | +36.3% | +182.4% | +156.4% |
| 1Y | +378.0% | +47.9% | +330.1% | +228.4% |
| All | +378.0% | +46.8% | +331.2% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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