+602.5%
PM vs IOVA
-92.3%
+694.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | -7.0% | -0.1% | -7.0% |
| 30D | -2.8% | -44.4% | +41.6% | -2.6% |
| 3M | +6.3% | +24.7% | -18.3% | +6.1% |
| 6M | +9.6% | +118.6% | -109.0% | +9.0% |
| YTD | +25.6% | +196.3% | -170.7% | +24.5% |
| 1Y | +29.7% | +205.3% | -175.6% | +28.5% |
| 3Y | +147.6% | +103.8% | +43.8% | +144.5% |
| 5Y | +160.1% | -65.6% | +225.7% | +158.3% |
| 10Y | +260.9% | +6.4% | +254.5% | +257.2% |
| All | +602.5% | -92.3% | +694.8% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling