+106.8%
IOVA vs PFG
+84.7%
+22.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | -1.4% |
| 7D | +1.9% | +2.3% | -0.4% | +0.2% |
| 30D | -44.1% | +7.6% | -51.7% | -47.5% |
| 3M | +28.9% | +2.5% | +26.3% | +24.2% |
| 6M | +125.7% | +16.6% | +109.1% | +93.0% |
| YTD | +199.3% | +34.1% | +165.2% | +122.3% |
| 1Y | +255.2% | +44.1% | +211.2% | +145.0% |
| 3Y | +106.8% | +86.3% | +20.6% | -34.3% |
| All | +106.8% | +84.7% | +22.1% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling