+256.8%
PLD vs IOVA
+28.7%
+228.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.7% |
| 7D | +0.7% | +1.9% | -1.2% | +0.5% |
| 30D | +0.8% | -44.1% | +44.9% | +3.7% |
| 3M | -6.1% | +28.9% | -35.0% | -9.1% |
| 6M | -8.0% | +125.7% | -133.7% | -15.1% |
| YTD | +4.7% | +199.3% | -194.6% | -6.4% |
| 1Y | +7.2% | +255.2% | -248.0% | -5.6% |
| 3Y | +39.2% | +106.8% | -67.6% | +19.1% |
| 5Y | +1.9% | -67.1% | +69.0% | -6.1% |
| 10Y | +256.8% | +16.7% | +240.0% | +210.1% |
| All | +256.8% | +28.7% | +228.1% | +210.1% |
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