+36.7%
PNC vs IOVA
-63.3%
+99.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +3.1% | -3.5% | +6.5% | +3.2% |
| 30D | +7.6% | -45.4% | +53.0% | +9.8% |
| 3M | -8.1% | +19.0% | -27.2% | -10.0% |
| 6M | +12.6% | +112.0% | -99.4% | +6.4% |
| YTD | +15.0% | +184.2% | -169.3% | +5.9% |
| 1Y | +30.4% | +222.0% | -191.6% | +19.1% |
| 3Y | +116.1% | +92.6% | +23.6% | +92.4% |
| All | +36.7% | -63.3% | +99.9% | +26.3% |
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