+198.6%
PM vs IOVA
+6.6%
+192.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | -1.3% | +5.1% | -6.4% | -1.4% |
| 30D | -2.6% | +37.2% | -39.8% | -3.3% |
| 3M | +5.8% | +117.5% | -111.7% | +3.6% |
| 6M | +10.6% | +69.6% | -59.0% | +8.6% |
| YTD | +17.2% | +218.7% | -201.5% | +13.1% |
| 1Y | +17.6% | +265.5% | -247.9% | +12.8% |
| 3Y | +124.3% | +46.2% | +78.0% | +113.6% |
| 5Y | +125.1% | -63.2% | +188.3% | +120.3% |
| 10Y | +198.6% | +6.1% | +192.5% | +200.0% |
| All | +198.6% | +6.6% | +192.0% | +200.0% |
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