-49.1%
PNR vs IOVA
+259.8%
-309.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -5.9% | -0.2% |
| 7D | -6.0% | -2.2% | -3.9% | -6.1% |
| 30D | -14.0% | +27.6% | -41.6% | -13.5% |
| 3M | -21.7% | +117.2% | -138.9% | -20.3% |
| 6M | -37.3% | +77.7% | -115.0% | -36.1% |
| YTD | -45.1% | +215.0% | -260.1% | -44.5% |
| 1Y | -49.1% | +255.4% | -304.5% | -47.6% |
| All | -49.1% | +259.8% | -309.0% | -47.6% |
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