+230.7%
PFE vs IOVA
-91.6%
+322.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.3% |
| 7D | +1.8% | +9.7% | -8.0% | +1.6% |
| 30D | +10.2% | +102.5% | -92.3% | +8.9% |
| 3M | +12.7% | +100.7% | -88.0% | +11.2% |
| 6M | +10.5% | +106.3% | -95.8% | +8.9% |
| YTD | +20.2% | +222.0% | -201.8% | +17.5% |
| 1Y | +24.1% | +299.5% | -275.5% | +20.7% |
| 3Y | -3.6% | +42.9% | -46.5% | -6.0% |
| 5Y | -20.9% | -65.0% | +44.1% | -22.3% |
| 10Y | +35.8% | +10.3% | +25.6% | +31.3% |
| All | +230.7% | -91.6% | +322.3% | +209.2% |
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