+546.5%
PCAR vs IOVA
-91.6%
+638.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -0.5% | +9.7% | -10.2% | -0.7% |
| 30D | -6.2% | +102.5% | -108.8% | -7.5% |
| 3M | +5.9% | +100.7% | -94.8% | +4.4% |
| 6M | +0.4% | +106.3% | -105.9% | -1.2% |
| YTD | +14.8% | +222.0% | -207.2% | +12.0% |
| 1Y | +30.1% | +299.5% | -269.4% | +26.2% |
| 3Y | +66.7% | +42.9% | +23.7% | +62.1% |
| 5Y | +166.1% | -65.0% | +231.1% | +161.1% |
| 10Y | +353.7% | +10.3% | +343.4% | +337.0% |
| All | +546.5% | -91.6% | +638.1% | +506.7% |
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 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