+250.9%
PM vs IOVA
+12.2%
+238.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -6.6% | -8.5% | +1.9% | -6.5% |
| 30D | -3.4% | -44.7% | +41.3% | -2.6% |
| 3M | +5.3% | +26.2% | -20.9% | +4.2% |
| 6M | +15.5% | +123.2% | -107.7% | +12.3% |
| YTD | +24.3% | +196.0% | -171.7% | +19.4% |
| 1Y | +29.7% | +240.9% | -211.2% | +24.0% |
| 3Y | +144.9% | +103.5% | +41.4% | +129.1% |
| 5Y | +159.0% | -65.5% | +224.5% | +152.8% |
| 10Y | +250.9% | +7.0% | +243.9% | +232.8% |
| All | +250.9% | +12.2% | +238.7% | +232.8% |
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