+241.6%
PFE vs IOVA
-92.3%
+333.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.7% |
| 7D | -3.7% | -5.2% | +1.5% | -3.6% |
| 30D | +5.0% | -37.8% | +42.7% | +5.5% |
| 3M | +12.2% | +29.5% | -17.3% | +11.4% |
| 6M | +14.6% | +96.6% | -82.0% | +12.8% |
| YTD | +24.1% | +194.5% | -170.4% | +21.2% |
| 1Y | +26.6% | +248.1% | -221.5% | +23.2% |
| 3Y | +14.3% | +86.1% | -71.8% | +10.9% |
| 5Y | -21.9% | -67.8% | +45.9% | -23.4% |
| 10Y | +62.6% | +38.6% | +24.0% | +56.7% |
| All | +241.6% | -92.3% | +333.9% | +218.9% |
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