+50.4%
PNC vs IOVA
-64.1%
+114.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.6% |
| 30D | -4.4% | +31.7% | -36.1% | -5.8% |
| 3M | +4.5% | +117.3% | -112.8% | -0.3% |
| 6M | +19.1% | +55.8% | -36.8% | +15.0% |
| YTD | +18.0% | +208.8% | -190.8% | +9.2% |
| 1Y | +24.1% | +255.7% | -231.6% | +13.2% |
| 3Y | +130.0% | +41.7% | +88.3% | +108.6% |
| 5Y | +50.4% | -64.9% | +115.3% | +45.1% |
| All | +50.4% | -64.1% | +114.5% | +45.1% |
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