+49.6%
PFE vs IOVA
+28.7%
+20.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.6% |
| 7D | -4.7% | +1.9% | -6.6% | -4.8% |
| 30D | +3.4% | -44.1% | +47.5% | +5.8% |
| 3M | +9.2% | +28.9% | -19.6% | +6.4% |
| 6M | +15.8% | +125.7% | -109.9% | +8.6% |
| YTD | +23.4% | +199.3% | -175.8% | +12.9% |
| 1Y | +25.8% | +255.2% | -229.4% | +13.7% |
| 3Y | +17.8% | +106.8% | -89.0% | +3.9% |
| 5Y | -20.2% | -67.1% | +46.9% | -25.2% |
| 10Y | +49.6% | +16.7% | +32.9% | +25.0% |
| All | +49.6% | +28.7% | +20.9% | +25.0% |
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