+41.3%
PEG vs IOVA
-65.6%
+106.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 3M | -0.3% | +24.7% | -25.0% | -1.7% |
| 6M | -2.7% | +118.6% | -121.3% | -6.1% |
| YTD | -5.1% | +196.3% | -201.4% | -9.7% |
| 1Y | -8.3% | +205.3% | -213.5% | -12.9% |
| 3Y | +33.0% | +103.8% | -70.7% | +24.7% |
| 5Y | +41.3% | -65.6% | +106.9% | +33.3% |
| All | +41.3% | -65.6% | +106.9% | +33.3% |
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 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