+307.0%
PEG vs IOVA
-92.7%
+399.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.7% | +6.4% | +0.7% |
| 7D | +2.3% | -1.4% | +3.7% | +2.3% |
| 30D | +6.1% | -47.4% | +53.5% | +6.5% |
| 3M | -0.5% | +13.2% | -13.7% | -0.8% |
| 6M | -3.2% | +114.3% | -117.5% | -4.0% |
| YTD | -4.4% | +179.5% | -183.9% | -5.6% |
| 1Y | -7.4% | +200.4% | -207.8% | -8.6% |
| 3Y | +33.9% | +92.2% | -58.2% | +31.9% |
| 5Y | +42.3% | -63.8% | +106.1% | +40.7% |
| 10Y | +166.4% | +0.4% | +166.0% | +163.1% |
| All | +307.0% | -92.7% | +399.8% | +291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling