+44.1%
PL vs IOVA
-74.5%
+118.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | +5.6% | -8.5% | +14.1% | +7.0% |
| 30D | -16.9% | -44.7% | +27.8% | -11.1% |
| 3M | -38.2% | +26.2% | -64.5% | -41.9% |
| 6M | -63.4% | +123.2% | -186.7% | -68.8% |
| YTD | -27.6% | +196.0% | -223.6% | -41.8% |
| 1Y | +6.6% | +240.9% | -234.4% | -16.6% |
| 3Y | +557.6% | +103.5% | +454.1% | +402.9% |
| 5Y | +39.5% | -65.5% | +105.0% | +19.5% |
| All | +44.1% | -74.5% | +118.7% | +23.4% |
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 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