+378.0%
IOVA vs PFGC
+12.5%
+365.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +13.5% | -15.0% | -0.3% |
| 7D | -41.3% | +13.9% | -55.1% | -40.7% |
| 30D | -38.5% | +18.4% | -56.9% | -38.1% |
| 3M | +99.5% | -2.5% | +102.1% | +102.6% |
| 6M | +126.0% | +26.0% | +99.9% | +125.3% |
| YTD | +218.7% | +21.9% | +196.8% | +237.0% |
| 1Y | +378.0% | +13.4% | +364.7% | +403.8% |
| All | +378.0% | +12.5% | +365.6% | +403.8% |
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