+132.2%
PBR vs IOVA
-91.6%
+223.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -1.9% |
| 7D | +8.6% | +9.7% | -1.2% | +8.3% |
| 30D | +12.8% | +102.5% | -89.7% | +10.7% |
| 3M | +14.7% | +100.7% | -86.0% | +12.4% |
| 6M | +25.2% | +106.3% | -81.2% | +22.2% |
| YTD | +77.1% | +222.0% | -144.8% | +70.8% |
| 1Y | +69.6% | +299.5% | -230.0% | +62.2% |
| 3Y | +95.6% | +42.9% | +52.6% | +87.8% |
| 5Y | +501.8% | -65.0% | +566.7% | +486.5% |
| 10Y | +640.6% | +10.3% | +630.3% | +606.5% |
| All | +132.2% | -91.6% | +223.8% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling