+289.2%
PNR vs IOVA
-92.6%
+381.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.2% |
| 7D | +0.3% | -3.5% | +3.7% | +0.3% |
| 30D | +31.7% | -45.4% | +77.1% | +32.9% |
| 3M | +2.6% | +19.0% | -16.4% | +1.9% |
| 6M | -6.4% | +112.0% | -118.4% | -8.5% |
| YTD | -33.4% | +184.2% | -217.7% | -35.5% |
| 1Y | -35.1% | +222.0% | -257.1% | -37.3% |
| 3Y | +17.1% | +92.6% | -75.5% | +12.4% |
| 5Y | -3.5% | -63.2% | +59.6% | -6.0% |
| 10Y | +100.2% | +2.1% | +98.1% | +91.5% |
| All | +289.2% | -92.6% | +381.8% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling