+4.1%
IOVA vs PSLV
+190.6%
-186.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.3% |
| 30D | +27.6% | -2.1% | +29.7% | +28.5% |
| 3M | +117.2% | -1.6% | +118.8% | +117.4% |
| 6M | +77.7% | -25.5% | +103.2% | +90.0% |
| YTD | +215.0% | -11.4% | +226.4% | +208.5% |
| 1Y | +255.4% | +48.6% | +206.8% | +195.0% |
| 3Y | +42.6% | +166.9% | -124.3% | -0.4% |
| 5Y | -62.2% | +152.4% | -214.6% | -73.8% |
| All | +4.1% | +190.6% | -186.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling