+1,248.2%
PANW vs IOVA
+9.7%
+1,238.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.7% |
| 30D | -14.6% | +27.6% | -42.2% | -16.4% |
| 3M | +18.3% | +117.2% | -98.9% | +9.8% |
| 6M | +100.5% | +77.7% | +22.8% | +87.6% |
| YTD | +79.5% | +215.0% | -135.5% | +58.6% |
| 1Y | +66.7% | +255.4% | -188.7% | +44.6% |
| 3Y | +161.2% | +42.6% | +118.6% | +118.5% |
| 5Y | +322.2% | -62.2% | +384.4% | +279.9% |
| All | +1,248.2% | +9.7% | +1,238.5% | +921.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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