-92.7%
IOVA vs PFG
+648.6%
-741.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.4% |
| 7D | -8.5% | +3.0% | -11.4% | -9.7% |
| 30D | -44.7% | +8.2% | -52.9% | -47.0% |
| 3M | +26.2% | +2.7% | +23.6% | +23.4% |
| 6M | +123.2% | +17.2% | +106.0% | +104.3% |
| YTD | +196.0% | +34.8% | +161.2% | +152.2% |
| 1Y | +240.9% | +43.6% | +197.4% | +181.5% |
| 3Y | +103.5% | +85.4% | +18.1% | +50.8% |
| 5Y | -65.5% | +102.2% | -167.6% | -75.8% |
| 10Y | +7.0% | +190.2% | -183.2% | -43.3% |
| All | -92.7% | +648.6% | -741.3% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling