-20.7%
PFE vs IOVA
-64.9%
+44.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | +1.8% | +9.7% | -8.0% | +1.3% |
| 30D | +10.2% | +102.5% | -92.3% | +6.1% |
| 3M | +12.7% | +100.7% | -88.0% | +8.2% |
| 6M | +10.5% | +106.3% | -95.8% | +5.5% |
| YTD | +20.2% | +222.0% | -201.8% | +11.7% |
| 1Y | +24.1% | +299.5% | -275.5% | +13.6% |
| 3Y | -3.6% | +42.9% | -46.5% | -11.7% |
| All | -20.7% | -64.9% | +44.2% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling