+1,046.2%
PLTR vs IOVA
+44.8%
+1,001.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.6% |
| 7D | -6.4% | +9.7% | -16.2% | -7.1% |
| 30D | +10.0% | +102.5% | -92.5% | +3.4% |
| 3M | +23.0% | +100.7% | -77.7% | +15.2% |
| 6M | +13.8% | +106.3% | -92.5% | +5.1% |
| YTD | -1.9% | +222.0% | -223.9% | -13.9% |
| 1Y | +11.6% | +299.5% | -287.9% | -5.2% |
| All | +1,046.2% | +44.8% | +1,001.3% | +855.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling