+37.6%
PPG vs IOVA
+362.8%
-325.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.4% | +5.0% |
| 7D | +7.5% | -41.3% | +48.7% | +7.1% |
| 30D | +20.9% | -38.5% | +59.4% | +20.5% |
| 3M | +8.7% | +99.5% | -90.8% | +9.1% |
| 6M | +23.8% | +126.0% | -102.1% | +24.4% |
| YTD | +26.5% | +218.7% | -192.2% | +31.0% |
| 1Y | +37.6% | +378.0% | -340.4% | +45.4% |
| All | +37.6% | +362.8% | -325.2% | +45.4% |
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 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