+624.4%
PNC vs IOVA
-92.6%
+717.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | +3.1% | -3.5% | +6.5% | +3.1% |
| 30D | +7.6% | -45.4% | +53.0% | +8.6% |
| 3M | -8.1% | +19.0% | -27.2% | -8.8% |
| 6M | +12.6% | +112.0% | -99.4% | +10.2% |
| YTD | +15.0% | +184.2% | -169.3% | +11.6% |
| 1Y | +30.4% | +222.0% | -191.6% | +26.2% |
| 3Y | +116.1% | +92.6% | +23.6% | +108.0% |
| 5Y | +37.5% | -63.2% | +100.6% | +34.1% |
| 10Y | +205.1% | +2.1% | +203.0% | +192.1% |
| All | +624.4% | -92.6% | +717.0% | +567.0% |
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