+172.3%
PCAR vs IOVA
-64.9%
+237.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -0.5% | +9.7% | -10.2% | -1.0% |
| 30D | -6.2% | +102.5% | -108.8% | -9.9% |
| 3M | +5.9% | +100.7% | -94.8% | +1.4% |
| 6M | +0.4% | +106.3% | -105.9% | -4.5% |
| YTD | +14.8% | +222.0% | -207.2% | +6.0% |
| 1Y | +30.1% | +299.5% | -269.4% | +17.9% |
| 3Y | +66.7% | +42.9% | +23.7% | +51.6% |
| All | +172.3% | -64.9% | +237.2% | +154.1% |
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