-5.3%
PG vs IOVA
+299.5%
-304.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.3% |
| 7D | +1.9% | +9.7% | -7.9% | +1.7% |
| 30D | -0.2% | +102.5% | -102.8% | -1.6% |
| 3M | +4.8% | +100.7% | -95.9% | +3.1% |
| 6M | -6.1% | +106.3% | -112.4% | -7.7% |
| YTD | +4.5% | +222.0% | -217.5% | +2.5% |
| 1Y | -5.3% | +299.5% | -304.8% | -7.4% |
| All | -5.3% | +299.5% | -304.8% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling