-92.0%
IOVA vs PFG
+653.1%
-745.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.8% |
| 7D | +9.7% | +5.5% | +4.2% | +6.7% |
| 30D | +102.5% | +2.4% | +100.2% | +99.5% |
| 3M | +100.7% | +13.6% | +87.1% | +87.4% |
| 6M | +106.3% | +27.9% | +78.5% | +81.8% |
| YTD | +222.0% | +35.6% | +186.4% | +175.3% |
| 1Y | +299.5% | +48.5% | +251.1% | +225.7% |
| 3Y | +42.9% | +66.9% | -23.9% | +11.6% |
| 5Y | -65.0% | +111.0% | -175.9% | -75.7% |
| 10Y | +10.3% | +244.5% | -234.2% | -45.3% |
| All | -92.0% | +653.1% | -745.1% | -96.8% |
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