+299.5%
IOVA vs PFGC
-5.1%
+304.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.1% |
| 7D | +9.7% | -2.2% | +11.9% | +10.0% |
| 30D | +102.5% | -11.9% | +114.5% | +105.0% |
| 3M | +100.7% | +5.0% | +95.7% | +99.9% |
| 6M | +106.3% | +8.6% | +97.7% | +102.5% |
| YTD | +222.0% | +9.7% | +212.3% | +224.4% |
| 1Y | +299.5% | -6.3% | +305.8% | +326.2% |
| All | +299.5% | -5.1% | +304.6% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling