+268.8%
PG vs IOVA
-91.7%
+360.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -0.4% | +5.1% | -5.5% | -0.5% |
| 30D | -0.1% | +37.2% | -37.4% | -0.4% |
| 3M | +1.1% | +117.5% | -116.4% | +0.4% |
| 6M | -3.8% | +69.6% | -73.4% | -4.3% |
| YTD | +3.8% | +218.7% | -214.8% | +2.8% |
| 1Y | -5.8% | +265.5% | -271.3% | -6.9% |
| 3Y | +3.0% | +46.2% | -43.2% | +1.7% |
| 5Y | +14.5% | -63.2% | +77.7% | +13.5% |
| 10Y | +117.8% | +6.1% | +111.7% | +114.2% |
| All | +268.8% | -91.7% | +360.5% | +249.1% |
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