+26.8%
PL vs IOVA
-74.7%
+101.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.9% | +6.5% | +9.8% |
| 7D | -6.8% | -5.2% | -1.6% | -6.1% |
| 30D | -29.3% | -37.8% | +8.5% | -25.6% |
| 3M | -44.8% | +29.5% | -74.2% | -48.3% |
| 6M | -68.4% | +96.6% | -165.0% | -72.5% |
| YTD | -36.4% | +194.5% | -230.9% | -48.8% |
| 1Y | +0.7% | +248.1% | -247.3% | -21.4% |
| 3Y | +455.3% | +86.1% | +369.2% | +329.9% |
| 5Y | +22.7% | -67.8% | +90.5% | +5.2% |
| All | +26.8% | -74.7% | +101.4% | +8.6% |
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 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