-21.6%
PINS vs IOVA
-29.0%
+7.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | +0.3% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -14.5% | -47.4% | +32.9% | -6.7% |
| 3M | -16.5% | +13.2% | -29.7% | -20.8% |
| 6M | -7.0% | +114.3% | -121.3% | -23.2% |
| YTD | -26.1% | +179.5% | -205.6% | -43.5% |
| 1Y | -30.0% | +200.4% | -230.4% | -47.5% |
| 3Y | -38.5% | +92.2% | -130.7% | -59.8% |
| 5Y | -58.4% | -63.8% | +5.4% | -65.0% |
| All | -21.6% | -29.0% | +7.4% | -50.7% |
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