+13.4%
PG vs IOVA
-62.2%
+75.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | -1.3% | +117.2% | -118.5% | -2.4% |
| 6M | -3.8% | +77.7% | -81.5% | -4.8% |
| YTD | +3.6% | +215.0% | -211.4% | +2.0% |
| 1Y | -5.7% | +255.4% | -261.1% | -7.4% |
| 3Y | +1.6% | +42.6% | -41.0% | -0.7% |
| All | +13.4% | -62.2% | +75.6% | +10.3% |
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