+37.7%
PCAR vs IOVA
+107.4%
-69.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +2.2% | -7.0% | +9.2% | +2.5% |
| 30D | +0.3% | -44.4% | +44.8% | +2.4% |
| 3M | -17.9% | +24.7% | -42.6% | -19.7% |
| 6M | -3.4% | +118.6% | -122.1% | -9.1% |
| YTD | -0.1% | +196.3% | -196.4% | -8.5% |
| 1Y | +13.4% | +205.3% | -191.9% | +3.4% |
| All | +37.7% | +107.4% | -69.8% | +21.7% |
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