-44.6%
PNR vs IOVA
+299.5%
-344.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -2.4% | +9.7% | -12.1% | -2.2% |
| 30D | -12.8% | +102.5% | -115.3% | -11.5% |
| 3M | -17.0% | +100.7% | -117.7% | -15.4% |
| 6M | -37.4% | +106.3% | -143.8% | -36.4% |
| YTD | -41.6% | +222.0% | -263.6% | -41.1% |
| 1Y | -44.6% | +299.5% | -344.2% | -44.0% |
| All | -44.6% | +299.5% | -344.2% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling