-75.7%
PATH vs IOVA
-64.9%
-10.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.7% | -16.8% |
| 7D | -16.3% | +9.7% | -26.0% | -17.7% |
| 30D | +9.9% | +102.5% | -92.6% | -5.1% |
| 3M | +30.2% | +100.7% | -70.5% | +11.0% |
| 6M | +37.2% | +106.3% | -69.1% | +13.7% |
| YTD | -7.3% | +222.0% | -229.3% | -31.1% |
| 1Y | +40.0% | +299.5% | -259.5% | -2.5% |
| 3Y | -4.4% | +42.9% | -47.3% | -34.7% |
| All | -75.7% | -64.9% | -10.8% | -78.5% |
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