+100.0%
PBR vs IOVA
+41.0%
+59.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | +17.5% | +31.7% | -14.2% | +16.1% |
| 3M | +20.9% | +117.3% | -96.4% | +16.3% |
| 6M | +20.2% | +55.8% | -35.6% | +17.1% |
| YTD | +84.3% | +208.8% | -124.5% | +72.7% |
| 1Y | +77.1% | +255.7% | -178.6% | +64.1% |
| All | +100.0% | +41.0% | +59.0% | +86.4% |
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 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