-4.0%
PNR vs IOVA
-63.3%
+59.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.3% | -3.5% | +3.7% | +0.4% |
| 30D | +31.7% | -45.4% | +77.1% | +34.9% |
| 3M | +2.6% | +19.0% | -16.4% | +0.3% |
| 6M | -6.4% | +112.0% | -118.4% | -12.6% |
| YTD | -33.4% | +184.2% | -217.7% | -39.9% |
| 1Y | -35.1% | +222.0% | -257.1% | -42.1% |
| 3Y | +17.1% | +92.6% | -75.5% | +0.2% |
| All | -4.0% | -63.3% | +59.2% | -12.1% |
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