+253.6%
PH vs IOVA
-64.9%
+318.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.1% | +9.7% | -12.8% | -3.8% |
| 30D | -3.2% | +102.5% | -105.8% | -9.1% |
| 3M | +10.6% | +100.7% | -90.1% | +3.4% |
| 6M | -2.1% | +106.3% | -108.5% | -9.5% |
| YTD | +10.2% | +222.0% | -211.8% | -2.4% |
| 1Y | +28.2% | +299.5% | -271.3% | +10.6% |
| 3Y | +134.9% | +42.9% | +92.0% | +103.9% |
| All | +253.6% | -64.9% | +318.5% | +224.5% |
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 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