+148.7%
PEG vs IOVA
+4.5%
+144.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.2% |
| 7D | -0.1% | -2.2% | +2.1% | 0.0% |
| 30D | -1.7% | +31.7% | -33.5% | -2.8% |
| 3M | -6.8% | +117.3% | -124.0% | -9.9% |
| 6M | -11.4% | +55.8% | -67.2% | -13.6% |
| YTD | -7.2% | +208.8% | -216.0% | -12.1% |
| 1Y | -6.1% | +255.7% | -261.8% | -11.9% |
| 3Y | +31.8% | +41.7% | -9.9% | +23.2% |
| 5Y | +35.6% | -64.9% | +100.5% | +30.1% |
| 10Y | +148.7% | +6.3% | +142.4% | +142.6% |
| All | +148.7% | +4.5% | +144.3% | +142.6% |
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