-20.8%
PNR vs IOVA
-66.4%
+45.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.2% |
| 7D | -5.5% | -6.4% | +1.0% | -5.1% |
| 30D | -15.6% | +25.4% | -41.0% | -16.8% |
| 3M | -20.2% | +115.3% | -135.5% | -24.5% |
| 6M | -36.6% | +56.5% | -93.1% | -39.1% |
| YTD | -45.0% | +198.2% | -243.2% | -49.9% |
| 1Y | -47.4% | +242.0% | -289.5% | -52.9% |
| 3Y | -13.7% | +36.8% | -50.5% | -23.2% |
| 5Y | -20.8% | -64.3% | +43.5% | -27.1% |
| All | -20.8% | -66.4% | +45.6% | -27.1% |
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