+195.9%
PDD vs IOVA
-42.2%
+238.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.8% | -7.0% | +3.2% | -3.1% |
| 30D | -2.4% | -44.4% | +42.1% | +2.9% |
| 3M | -12.7% | +24.7% | -37.3% | -17.5% |
| 6M | -20.0% | +118.6% | -138.7% | -31.2% |
| YTD | -30.3% | +196.3% | -226.7% | -43.7% |
| 1Y | -42.4% | +205.3% | -247.7% | -53.9% |
| 3Y | -27.5% | +103.8% | -131.3% | -47.8% |
| 5Y | -14.9% | -65.6% | +50.7% | -26.2% |
| All | +195.9% | -42.2% | +238.1% | +98.8% |
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 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