+792.3%
PH vs IOVA
+6.6%
+785.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.4% | +5.1% | -4.7% | -0.1% |
| 30D | -10.8% | +37.2% | -48.0% | -13.7% |
| 3M | +8.5% | +117.5% | -109.0% | -0.5% |
| 6M | +3.9% | +69.6% | -65.7% | -3.3% |
| YTD | +9.4% | +218.7% | -209.3% | -5.0% |
| 1Y | +26.8% | +265.5% | -238.8% | +7.6% |
| 3Y | +140.8% | +46.2% | +94.6% | +103.2% |
| 5Y | +253.8% | -63.2% | +317.0% | +221.2% |
| 10Y | +792.3% | +6.1% | +786.2% | +597.5% |
| All | +792.3% | +6.6% | +785.7% | +597.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling