+668.5%
PBR vs IOVA
+3.8%
+664.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.4% |
| 7D | +4.2% | -6.4% | +10.7% | +4.8% |
| 30D | +22.7% | +25.4% | -2.7% | +20.2% |
| 3M | +21.5% | +115.3% | -93.8% | +12.5% |
| 6M | +24.0% | +56.5% | -32.5% | +16.9% |
| YTD | +88.2% | +198.2% | -109.9% | +66.2% |
| 1Y | +74.8% | +242.0% | -167.2% | +51.0% |
| 3Y | +105.1% | +36.8% | +68.3% | +74.9% |
| 5Y | +572.2% | -64.3% | +636.5% | +518.0% |
| All | +668.5% | +3.8% | +664.7% | +603.6% |
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