+247.9%
PEP vs IOVA
-92.6%
+340.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.0% | +11.2% | +0.3% |
| 7D | +6.7% | -19.0% | +25.7% | +6.8% |
| 30D | +13.5% | -40.3% | +53.8% | +13.8% |
| 3M | +3.9% | +78.3% | -74.4% | +3.3% |
| 6M | -6.0% | +94.5% | -100.5% | -6.7% |
| YTD | +2.5% | +183.5% | -181.1% | +1.3% |
| 1Y | +3.9% | +327.6% | -323.7% | +2.4% |
| 3Y | -4.7% | +83.8% | -88.5% | -6.1% |
| 5Y | +1.1% | -69.0% | +70.1% | +0.1% |
| 10Y | +83.8% | +33.4% | +50.4% | +81.3% |
| All | +247.9% | -92.6% | +340.6% | +237.9% |
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