-18.8%
PATH vs IOVA
+100.5%
-119.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.0% |
| 7D | -4.8% | -41.3% | +36.5% | -0.5% |
| 30D | +2.7% | -38.5% | +41.2% | +6.7% |
| 3M | -4.2% | +99.5% | -103.7% | -13.5% |
| 6M | +24.7% | +126.0% | -101.2% | +9.3% |
| YTD | -17.6% | +218.7% | -236.3% | -32.2% |
| 1Y | -5.3% | +378.0% | -383.3% | -26.9% |
| All | -18.8% | +100.5% | -119.2% | -39.3% |
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