+454.9%
PBR vs IOVA
-63.3%
+518.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | -1.0% | -3.5% | +2.5% | -0.9% |
| 30D | -29.3% | -45.4% | +16.1% | -27.7% |
| 3M | +5.5% | +19.0% | -13.5% | +3.6% |
| 6M | -2.9% | +112.0% | -114.9% | -8.0% |
| YTD | +61.5% | +184.2% | -122.8% | +49.3% |
| 1Y | +46.9% | +222.0% | -175.1% | +34.6% |
| 3Y | +66.4% | +92.6% | -26.1% | +49.0% |
| All | +454.9% | -63.3% | +518.2% | +448.2% |
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