-14.4%
PCOR vs IOVA
-53.4%
+39.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.8% |
| 7D | +22.7% | -5.2% | +27.9% | +23.2% |
| 30D | +37.5% | -37.8% | +75.2% | +43.4% |
| 3M | +35.2% | +29.5% | +5.7% | +27.4% |
| 6M | +42.2% | +96.6% | -54.3% | +23.9% |
| YTD | +3.6% | +194.5% | -190.9% | -17.0% |
| 1Y | -4.8% | +248.1% | -252.8% | -26.0% |
| 3Y | +48.3% | +86.1% | -37.8% | +8.8% |
| 5Y | -20.1% | -67.8% | +47.8% | -29.4% |
| All | -14.4% | -53.4% | +39.0% | -29.7% |
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 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