+35.7%
PEG vs IOVA
-63.5%
+99.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | +1.0% | +5.1% | -4.0% | +0.9% |
| 30D | -1.9% | +37.2% | -39.1% | -2.8% |
| 3M | -3.7% | +117.5% | -121.2% | -6.3% |
| 6M | -9.4% | +69.6% | -79.0% | -11.5% |
| YTD | -6.0% | +218.7% | -224.7% | -10.1% |
| 1Y | -4.4% | +265.5% | -269.9% | -9.2% |
| 3Y | +33.5% | +46.2% | -12.7% | +26.4% |
| 5Y | +35.7% | -63.2% | +99.0% | +27.9% |
| All | +35.7% | -63.5% | +99.3% | +27.9% |
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