+6.9%
PCOR vs IOVA
+362.8%
-355.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -1.5% | +21.1% | +19.7% |
| 7D | +21.8% | -41.3% | +63.1% | +24.7% |
| 30D | +39.5% | -38.5% | +78.1% | +42.3% |
| 3M | +35.2% | +99.5% | -64.3% | +28.7% |
| 6M | +21.7% | +126.0% | -104.2% | +13.4% |
| YTD | +3.9% | +218.7% | -214.7% | -11.1% |
| 1Y | +6.9% | +378.0% | -371.1% | -18.9% |
| All | +6.9% | +362.8% | -355.8% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling