+167.4%
PANW vs IOVA
+36.1%
+131.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.1% |
| 7D | +2.0% | -6.4% | +8.4% | +2.1% |
| 30D | -11.8% | +25.4% | -37.2% | -12.3% |
| 3M | +28.6% | +115.3% | -86.7% | +25.8% |
| 6M | +104.4% | +56.5% | +47.9% | +101.3% |
| YTD | +83.8% | +198.2% | -114.4% | +76.6% |
| 1Y | +71.5% | +242.0% | -170.5% | +63.8% |
| All | +167.4% | +36.1% | +131.3% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling