+590.9%
PM vs IOVA
-92.2%
+683.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.4% |
| 7D | -7.3% | +1.9% | -9.2% | -7.3% |
| 30D | -4.0% | -44.1% | +40.1% | -3.8% |
| 3M | +2.7% | +28.9% | -26.1% | +2.5% |
| 6M | +14.9% | +125.7% | -110.8% | +14.1% |
| YTD | +23.5% | +199.3% | -175.7% | +22.5% |
| 1Y | +30.4% | +255.2% | -224.9% | +29.1% |
| 3Y | +143.2% | +106.8% | +36.4% | +140.2% |
| 5Y | +159.5% | -67.1% | +226.5% | +157.7% |
| 10Y | +234.7% | +16.7% | +217.9% | +231.2% |
| All | +590.9% | -92.2% | +683.2% | +592.5% |
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