+428.7%
PCAR vs IOVA
-92.3%
+521.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.5% |
| 7D | +0.1% | -5.2% | +5.3% | +0.1% |
| 30D | -4.6% | -37.8% | +33.2% | -4.0% |
| 3M | -22.6% | +29.5% | -52.0% | -23.2% |
| 6M | -12.0% | +96.6% | -108.5% | -13.5% |
| YTD | -6.1% | +194.5% | -200.6% | -8.6% |
| 1Y | +6.3% | +248.1% | -241.7% | +3.2% |
| 3Y | +31.8% | +86.1% | -54.3% | +27.6% |
| 5Y | +104.2% | -67.8% | +172.0% | +100.0% |
| 10Y | +302.9% | +38.6% | +264.3% | +286.9% |
| All | +428.7% | -92.3% | +521.1% | +395.4% |
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