+575.8%
PBR vs IOVA
+0.8%
+575.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -1.0% | -3.5% | +2.5% | -0.8% |
| 30D | -29.3% | -45.4% | +16.1% | -26.5% |
| 3M | +5.5% | +19.0% | -13.5% | +2.2% |
| 6M | -2.9% | +112.0% | -114.9% | -11.7% |
| YTD | +61.5% | +184.2% | -122.8% | +40.8% |
| 1Y | +46.9% | +222.0% | -175.1% | +26.2% |
| 3Y | +66.4% | +92.6% | -26.1% | +35.4% |
| 5Y | +460.3% | -63.2% | +523.5% | +405.6% |
| All | +575.8% | +0.8% | +575.0% | +472.3% |
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 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