+696.1%
PH vs IOVA
-0.9%
+697.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.7% | +4.2% | -1.0% |
| 7D | +7.4% | -1.4% | +8.8% | +7.5% |
| 30D | +0.5% | -47.4% | +47.9% | +5.1% |
| 3M | -10.2% | +13.2% | -23.5% | -13.2% |
| 6M | +8.9% | +114.3% | -105.4% | -1.9% |
| YTD | +9.7% | +179.5% | -169.8% | -5.2% |
| 1Y | +12.8% | +200.4% | -187.6% | -3.5% |
| 3Y | +134.6% | +92.2% | +42.4% | +90.7% |
| 5Y | +204.5% | -63.8% | +268.3% | +172.4% |
| All | +696.1% | -0.9% | +697.0% | +518.2% |
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