+46.2%
IOVA vs PFGC
+63.1%
-16.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | +0.1% |
| 7D | +5.1% | -2.4% | +7.5% | +6.6% |
| 30D | +37.2% | -15.8% | +53.0% | +51.4% |
| 3M | +117.5% | -0.6% | +118.1% | +115.5% |
| 6M | +69.6% | +10.7% | +58.9% | +54.6% |
| YTD | +218.7% | +7.6% | +211.0% | +189.9% |
| 1Y | +265.5% | -7.8% | +273.4% | +278.7% |
| 3Y | +46.2% | +63.7% | -17.5% | -16.5% |
| All | +46.2% | +63.1% | -16.9% | -16.5% |
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