+668.6%
PLD vs IOVA
-92.3%
+760.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.3% |
| 7D | -0.8% | -5.2% | +4.4% | -0.7% |
| 30D | -0.3% | -37.8% | +37.5% | +0.4% |
| 3M | -8.0% | +29.5% | -37.5% | -8.8% |
| 6M | -9.8% | +96.6% | -106.4% | -11.5% |
| YTD | +1.8% | +194.5% | -192.7% | -1.2% |
| 1Y | +5.6% | +248.1% | -242.5% | +2.2% |
| 3Y | +33.3% | +86.1% | -52.8% | +28.6% |
| 5Y | +0.3% | -67.8% | +68.1% | -2.0% |
| 10Y | +241.6% | +38.6% | +203.0% | +228.1% |
| All | +668.6% | -92.3% | +760.9% | +605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling