+196.7%
PH vs IOVA
-67.9%
+264.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.3% |
| 3M | -14.0% | +29.5% | -43.5% | -17.3% |
| 6M | +2.1% | +96.6% | -94.5% | -6.1% |
| YTD | +5.1% | +194.5% | -189.4% | -7.7% |
| 1Y | +10.9% | +248.1% | -237.1% | -4.2% |
| 3Y | +132.9% | +86.1% | +46.8% | +95.9% |
| All | +196.7% | -67.9% | +264.6% | +167.4% |
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