+82.3%
PL vs IOVA
-64.9%
+147.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -9.3% | +9.7% | -19.0% | -10.6% |
| 30D | -18.9% | +102.5% | -121.5% | -28.3% |
| 3M | -58.4% | +100.7% | -159.1% | -63.3% |
| 6M | -30.3% | +106.3% | -136.6% | -39.5% |
| YTD | -8.1% | +222.0% | -230.1% | -26.3% |
| 1Y | +180.5% | +299.5% | -119.1% | +112.9% |
| 3Y | +444.1% | +42.9% | +401.2% | +333.1% |
| All | +82.3% | -64.9% | +147.2% | +59.2% |
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