+297.4%
PEG vs IOVA
-91.6%
+389.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.2% |
| 7D | +0.7% | +9.7% | -9.0% | +0.6% |
| 30D | -2.4% | +102.5% | -105.0% | -3.0% |
| 3M | -4.8% | +100.7% | -105.5% | -5.4% |
| 6M | -10.7% | +106.3% | -117.0% | -11.4% |
| YTD | -6.7% | +222.0% | -228.7% | -7.8% |
| 1Y | -6.8% | +299.5% | -306.4% | -8.1% |
| 3Y | +34.5% | +42.9% | -8.4% | +32.7% |
| 5Y | +35.8% | -65.0% | +100.7% | +34.4% |
| 10Y | +141.7% | +10.3% | +131.5% | +138.9% |
| All | +297.4% | -91.6% | +389.0% | +282.2% |
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