+62.8%
PNR vs IOVA
+9.7%
+53.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -5.9% | -0.6% |
| 7D | -6.0% | -2.2% | -3.9% | -5.9% |
| 30D | -14.0% | +27.6% | -41.6% | -15.6% |
| 3M | -21.7% | +117.2% | -138.9% | -26.9% |
| 6M | -37.3% | +77.7% | -115.0% | -40.9% |
| YTD | -45.1% | +215.0% | -260.1% | -51.1% |
| 1Y | -49.1% | +255.4% | -304.5% | -55.5% |
| 3Y | -14.8% | +42.6% | -57.5% | -25.8% |
| 5Y | -21.0% | -62.2% | +41.2% | -27.2% |
| All | +62.8% | +9.7% | +53.1% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling