-92.6%
IOVA vs PFG
+640.2%
-732.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -7.0% | -2.2% | -4.8% | -5.9% |
| 30D | -44.4% | +6.4% | -50.8% | -46.3% |
| 3M | +24.7% | +2.2% | +22.4% | +22.1% |
| 6M | +118.6% | +16.3% | +102.4% | +100.9% |
| YTD | +196.3% | +33.2% | +163.1% | +153.9% |
| 1Y | +205.3% | +40.6% | +164.7% | +154.5% |
| 3Y | +103.8% | +83.3% | +20.4% | +51.8% |
| 5Y | -65.6% | +97.7% | -163.3% | -75.6% |
| 10Y | +6.4% | +189.9% | -183.4% | -43.6% |
| All | -92.6% | +640.2% | -732.9% | -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