+35.2%
PCOR vs IOVA
+98.2%
-62.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.7% | -1.5% | +21.1% | +19.7% |
| 7D | +21.8% | -41.3% | +63.1% | +23.8% |
| 30D | +39.5% | -38.5% | +78.1% | +41.5% |
| 3M | +35.2% | +99.5% | -64.3% | +35.1% |
| All | +35.2% | +98.2% | -62.9% | +35.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling