-23.8%
PFE vs IOVA
-63.3%
+39.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -1.7% | -3.5% | +1.8% | -1.6% |
| 30D | +0.3% | -45.4% | +45.7% | +2.5% |
| 3M | +9.4% | +19.0% | -9.6% | +7.2% |
| 6M | +14.9% | +112.0% | -97.1% | +8.7% |
| YTD | +23.8% | +184.2% | -160.5% | +14.5% |
| 1Y | +19.5% | +222.0% | -202.5% | +9.7% |
| 3Y | +21.0% | +92.6% | -71.5% | +8.6% |
| All | -23.8% | -63.3% | +39.5% | -31.1% |
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