+117.4%
PM vs IOVA
-64.9%
+182.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.0% |
| 7D | -4.9% | +9.7% | -14.6% | -4.9% |
| 30D | -3.4% | +102.5% | -105.9% | -3.7% |
| 3M | +5.2% | +100.7% | -95.5% | +4.8% |
| 6M | +3.7% | +106.3% | -102.6% | +3.2% |
| YTD | +15.8% | +222.0% | -206.2% | +14.9% |
| 1Y | +17.4% | +299.5% | -282.2% | +16.2% |
| 3Y | +116.9% | +42.9% | +74.0% | +114.0% |
| All | +117.4% | -64.9% | +182.3% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling