-5.5%
PEP vs IOVA
+95.6%
-101.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.7% | +4.5% | -1.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +11.8% | -47.4% | +59.1% | +12.5% |
| 3M | +3.7% | +13.2% | -9.5% | +2.8% |
| 6M | -4.3% | +114.3% | -118.6% | -6.6% |
| YTD | +2.1% | +179.5% | -177.3% | -1.3% |
| 1Y | +2.5% | +200.4% | -197.9% | -1.2% |
| All | -5.5% | +95.6% | -101.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling