-5.7%
PG vs IOVA
+259.8%
-265.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.0% | +1.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.8% |
| 30D | +0.8% | +27.6% | -26.8% | +0.4% |
| 3M | -1.3% | +117.2% | -118.5% | -3.0% |
| 6M | -3.8% | +77.7% | -81.5% | -5.4% |
| YTD | +3.6% | +215.0% | -211.4% | +1.9% |
| 1Y | -5.7% | +255.4% | -261.1% | -7.4% |
| All | -5.7% | +259.8% | -265.6% | -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