+80.3%
PEP vs IOVA
+28.7%
+51.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +1.0% | +1.9% | -0.8% | +0.9% |
| 30D | +12.6% | -44.1% | +56.7% | +14.0% |
| 3M | +3.1% | +28.9% | -25.7% | +1.6% |
| 6M | -6.3% | +125.7% | -132.0% | -9.8% |
| YTD | +1.9% | +199.3% | -197.4% | -3.4% |
| 1Y | +3.3% | +255.2% | -251.9% | -2.7% |
| 3Y | -4.8% | +106.8% | -111.7% | -12.2% |
| 5Y | +2.0% | -67.1% | +69.1% | -1.6% |
| 10Y | +80.3% | +16.7% | +63.6% | +72.0% |
| All | +80.3% | +28.7% | +51.7% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling