-81.1%
PATH vs IOVA
-74.2%
-6.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.0% | +7.3% | -1.8% |
| 7D | -5.6% | -19.0% | +13.4% | -2.4% |
| 30D | -0.7% | -40.3% | +39.6% | +6.4% |
| 3M | -5.9% | +78.3% | -84.2% | -19.6% |
| 6M | +21.6% | +94.5% | -72.9% | -0.4% |
| YTD | -20.6% | +183.5% | -204.1% | -41.6% |
| 1Y | -10.6% | +327.6% | -338.2% | -40.6% |
| 3Y | -24.9% | +83.8% | -108.7% | -53.3% |
| 5Y | -76.8% | -69.0% | -7.8% | -80.2% |
| All | -81.1% | -74.2% | -6.9% | -83.8% |
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 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