-92.0%
IOVA vs PTEN
-12.4%
-79.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.2% |
| 7D | +9.7% | +0.7% | +9.0% | +9.6% |
| 30D | +102.5% | +31.2% | +71.3% | +93.0% |
| 3M | +100.7% | +2.0% | +98.7% | +98.8% |
| 6M | +106.3% | +42.4% | +63.9% | +90.2% |
| YTD | +222.0% | +109.2% | +112.8% | +175.4% |
| 1Y | +299.5% | +122.3% | +177.2% | +236.9% |
| 3Y | +42.9% | -5.6% | +48.5% | +36.1% |
| 5Y | -65.0% | +86.5% | -151.5% | -71.5% |
| 10Y | +10.3% | -22.1% | +32.4% | -11.4% |
| All | -92.0% | -12.4% | -79.6% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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