+272.5%
PM vs IOVA
+0.8%
+271.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +0.5% | -3.5% | +4.0% | +0.6% |
| 30D | -3.2% | -45.4% | +42.2% | -2.3% |
| 3M | +6.2% | +19.0% | -12.8% | +5.2% |
| 6M | +7.7% | +112.0% | -104.3% | +4.8% |
| YTD | +27.3% | +184.2% | -157.0% | +22.4% |
| 1Y | +32.8% | +222.0% | -189.2% | +27.2% |
| 3Y | +150.0% | +92.6% | +57.5% | +134.2% |
| 5Y | +164.2% | -63.2% | +227.4% | +156.7% |
| All | +272.5% | +0.8% | +271.7% | +254.0% |
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