+76.6%
PEP vs IOVA
+6.6%
+70.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.1% | +5.1% | -5.0% | -0.1% |
| 30D | +0.7% | +37.2% | -36.6% | -0.4% |
| 3M | -0.5% | +117.5% | -118.0% | -3.4% |
| 6M | -11.3% | +69.6% | -80.9% | -13.4% |
| YTD | -0.6% | +218.7% | -219.3% | -5.3% |
| 1Y | +1.7% | +265.5% | -263.9% | -3.9% |
| 3Y | -12.5% | +46.2% | -58.7% | -17.8% |
| 5Y | +3.9% | -63.2% | +67.1% | +0.3% |
| 10Y | +76.6% | +6.1% | +70.5% | +74.7% |
| All | +76.6% | +6.6% | +70.0% | +74.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling