+48.9%
PCOR vs IOVA
+78.3%
-29.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.0% | +11.0% | +1.1% |
| 7D | +23.7% | -19.0% | +42.7% | +25.9% |
| 30D | +39.0% | -40.3% | +79.3% | +44.5% |
| 3M | +35.8% | +78.3% | -42.6% | +24.1% |
| 6M | +38.2% | +94.5% | -56.2% | +23.4% |
| YTD | +3.9% | +183.5% | -179.6% | -13.6% |
| 1Y | +5.7% | +327.6% | -321.9% | -17.6% |
| All | +48.9% | +78.3% | -29.5% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling