+168.1%
PM vs IOVA
-67.9%
+236.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | -5.2% | -5.2% | 0.0% | -5.2% |
| 30D | +2.7% | -37.8% | +40.5% | +2.7% |
| 3M | +6.1% | +29.5% | -23.3% | +5.8% |
| 6M | +18.0% | +96.6% | -78.6% | +17.3% |
| YTD | +26.6% | +194.5% | -167.9% | +25.5% |
| 1Y | +36.7% | +248.1% | -211.4% | +35.3% |
| 3Y | +146.0% | +86.1% | +59.9% | +141.7% |
| All | +168.1% | -67.9% | +236.0% | +156.9% |
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