+201.5%
PDD vs IOVA
-41.6%
+243.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.7% | -3.2% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -1.0% | -44.1% | +43.1% | +4.2% |
| 3M | -12.3% | +28.9% | -41.1% | -17.4% |
| 6M | -18.5% | +125.7% | -144.2% | -30.1% |
| YTD | -29.0% | +199.3% | -228.3% | -42.7% |
| 1Y | -40.7% | +255.2% | -295.9% | -53.6% |
| 3Y | -25.7% | +106.8% | -132.5% | -46.5% |
| 5Y | -3.3% | -67.1% | +63.8% | -15.5% |
| All | +201.5% | -41.6% | +243.1% | +102.3% |
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