-92.3%
IOVA vs PSLV
+120.6%
-212.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.6% |
| 7D | -2.2% | +3.3% | -5.5% | -2.8% |
| 30D | +31.7% | +2.1% | +29.6% | +31.3% |
| 3M | +117.3% | +7.1% | +110.1% | +114.0% |
| 6M | +55.8% | -21.6% | +77.4% | +61.9% |
| YTD | +208.8% | -6.7% | +215.5% | +204.2% |
| 1Y | +255.7% | +59.3% | +196.4% | +215.8% |
| 3Y | +41.7% | +182.1% | -140.4% | +13.9% |
| 5Y | -64.9% | +162.6% | -227.5% | -71.8% |
| 10Y | +6.3% | +203.0% | -196.7% | -18.1% |
| All | -92.3% | +120.6% | -212.9% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling