+86.1%
IOVA vs PFGC
+77.4%
+8.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.7% |
| 7D | -5.2% | +8.5% | -13.7% | -9.4% |
| 30D | -37.8% | +15.0% | -52.8% | -42.7% |
| 3M | +29.5% | -6.2% | +35.6% | +33.1% |
| 6M | +96.6% | +15.7% | +80.8% | +76.0% |
| YTD | +194.5% | +19.6% | +175.0% | +152.0% |
| 1Y | +248.1% | +13.2% | +234.9% | +210.4% |
| 3Y | +86.1% | +77.0% | +9.2% | -8.2% |
| All | +86.1% | +77.4% | +8.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling