+449.2%
PCAR vs IOVA
-92.3%
+541.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +3.8% | -8.5% | +12.3% | +3.9% |
| 30D | -2.0% | -44.7% | +42.8% | -1.2% |
| 3M | -19.1% | +26.2% | -45.3% | -19.7% |
| 6M | -6.8% | +123.2% | -130.0% | -8.6% |
| YTD | -2.5% | +196.0% | -198.4% | -5.0% |
| 1Y | +9.7% | +240.9% | -231.3% | +6.5% |
| 3Y | +34.0% | +103.5% | -69.6% | +29.5% |
| 5Y | +113.3% | -65.5% | +178.8% | +108.9% |
| 10Y | +278.2% | +7.0% | +271.2% | +263.7% |
| All | +449.2% | -92.3% | +541.5% | +414.5% |
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