-77.0%
PATH vs IOVA
-67.9%
-9.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -0.7% |
| 7D | -5.3% | -5.2% | -0.1% | -4.7% |
| 30D | -0.5% | -37.8% | +37.2% | +5.8% |
| 3M | -7.1% | +29.5% | -36.6% | -14.7% |
| 6M | +23.8% | +96.6% | -72.8% | +1.4% |
| YTD | -20.7% | +194.5% | -215.2% | -42.0% |
| 1Y | -8.1% | +248.1% | -256.1% | -35.6% |
| 3Y | -21.8% | +86.1% | -107.9% | -52.2% |
| All | -77.0% | -67.9% | -9.1% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling