+51.6%
IOVA vs PFG
+70.7%
-19.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.3% |
| 7D | +9.7% | +5.5% | +4.2% | +4.7% |
| 30D | +102.5% | +2.4% | +100.2% | +97.6% |
| 3M | +100.7% | +13.6% | +87.1% | +77.8% |
| 6M | +106.3% | +27.9% | +78.5% | +64.3% |
| YTD | +222.0% | +35.6% | +186.4% | +141.4% |
| 1Y | +299.5% | +48.5% | +251.1% | +172.2% |
| All | +51.6% | +70.7% | -19.2% | -20.4% |
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 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