+1,665.2%
PH vs IOVA
-91.6%
+1,756.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -3.1% | +9.7% | -12.8% | -3.3% |
| 30D | -3.2% | +102.5% | -105.8% | -5.1% |
| 3M | +10.6% | +100.7% | -90.1% | +8.3% |
| 6M | -2.1% | +106.3% | -108.5% | -4.4% |
| YTD | +10.2% | +222.0% | -211.8% | +6.3% |
| 1Y | +28.2% | +299.5% | -271.3% | +22.7% |
| 3Y | +134.9% | +42.9% | +92.0% | +125.9% |
| 5Y | +253.6% | -65.0% | +318.6% | +244.6% |
| 10Y | +804.7% | +10.3% | +794.4% | +762.0% |
| All | +1,665.2% | -91.6% | +1,756.8% | +1,545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling