+35.0%
IOVA vs PSLV
+165.1%
-130.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -1.9% |
| 7D | -6.4% | -4.9% | -1.6% | -5.1% |
| 30D | +25.4% | -1.9% | +27.3% | +26.2% |
| 3M | +115.3% | +4.2% | +111.2% | +112.1% |
| 6M | +56.5% | -27.6% | +84.1% | +69.2% |
| YTD | +198.2% | -11.7% | +209.8% | +182.3% |
| 1Y | +242.0% | +49.3% | +192.7% | +151.2% |
| All | +35.0% | +165.1% | -130.1% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling