-19.8%
PCOR vs IOVA
-67.8%
+48.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.0% | +11.0% | +1.3% |
| 7D | +23.7% | -19.0% | +42.7% | +26.4% |
| 30D | +39.0% | -40.3% | +79.3% | +45.6% |
| 3M | +35.8% | +78.3% | -42.6% | +21.8% |
| 6M | +38.2% | +94.5% | -56.2% | +20.8% |
| YTD | +3.9% | +183.5% | -179.6% | -16.0% |
| 1Y | +5.7% | +327.6% | -321.9% | -20.3% |
| 3Y | +44.8% | +83.8% | -39.1% | +6.6% |
| 5Y | -19.8% | -69.0% | +49.3% | -21.8% |
| All | -19.8% | -67.8% | +48.0% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling