+1.7%
PEP vs IOVA
+250.8%
-249.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.8% |
| 3M | -0.5% | +117.5% | -118.0% | -0.2% |
| 6M | -11.3% | +69.6% | -80.9% | -11.0% |
| YTD | -0.6% | +218.7% | -219.3% | +0.6% |
| 1Y | +1.7% | +265.5% | -263.9% | +4.0% |
| All | +1.7% | +250.8% | -249.1% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling