+132.9%
PH vs IOVA
+85.3%
+47.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.6% |
| 7D | +2.0% | -5.2% | +7.2% | +2.3% |
| 30D | -3.7% | -37.8% | +34.1% | -1.5% |
| 3M | -14.0% | +29.5% | -43.5% | -17.3% |
| 6M | +2.1% | +96.6% | -94.5% | -5.9% |
| YTD | +5.1% | +194.5% | -189.4% | -7.4% |
| 1Y | +10.9% | +248.1% | -237.1% | -3.9% |
| 3Y | +132.9% | +86.1% | +46.8% | +100.5% |
| All | +132.9% | +85.3% | +47.7% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling