+294.0%
PCAR vs IOVA
+34.0%
+260.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.6% |
| 7D | +0.1% | -5.2% | +5.3% | +0.3% |
| 30D | -4.6% | -37.8% | +33.2% | -2.7% |
| 3M | -22.6% | +29.5% | -52.0% | -24.7% |
| 6M | -12.0% | +96.6% | -108.5% | -17.4% |
| YTD | -6.1% | +194.5% | -200.6% | -14.9% |
| 1Y | +6.3% | +248.1% | -241.7% | -4.9% |
| 3Y | +31.8% | +86.1% | -54.3% | +15.5% |
| 5Y | +104.2% | -67.8% | +172.0% | +90.7% |
| All | +294.0% | +34.0% | +260.0% | +211.3% |
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