+33.6%
PEG vs IOVA
+107.4%
-73.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.5% | -7.0% | +8.5% | +1.6% |
| 30D | +5.0% | -44.4% | +49.4% | +6.4% |
| 3M | -0.3% | +24.7% | -25.0% | -2.1% |
| 6M | -2.7% | +118.6% | -121.3% | -7.0% |
| YTD | -5.1% | +196.3% | -201.4% | -11.0% |
| 1Y | -8.3% | +205.3% | -213.5% | -14.2% |
| All | +33.6% | +107.4% | -73.8% | +16.8% |
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