-13.3%
PCOR vs IOVA
-53.2%
+39.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +20.7% | -8.5% | +29.2% | +21.8% |
| 30D | +35.7% | -44.7% | +80.4% | +43.6% |
| 3M | +31.1% | +26.2% | +4.8% | +23.9% |
| 6M | +43.1% | +123.2% | -80.1% | +22.7% |
| YTD | +4.8% | +196.0% | -191.1% | -16.0% |
| 1Y | -3.7% | +240.9% | -244.6% | -24.9% |
| 3Y | +46.5% | +103.5% | -57.0% | +5.9% |
| 5Y | -17.3% | -65.5% | +48.2% | -27.9% |
| All | -13.3% | -53.2% | +39.8% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling