+24.1%
PPG vs IOVA
+9.7%
+14.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.2% | +0.1% |
| 7D | -6.2% | -2.2% | -4.1% | -6.1% |
| 30D | -7.9% | +27.6% | -35.5% | -9.5% |
| 3M | -10.2% | +117.2% | -127.4% | -15.3% |
| 6M | +2.7% | +77.7% | -75.0% | -2.4% |
| YTD | +4.9% | +215.0% | -210.1% | -4.7% |
| 1Y | -3.2% | +255.4% | -258.6% | -13.3% |
| 3Y | -17.0% | +42.6% | -59.6% | -25.9% |
| 5Y | -23.3% | -62.2% | +38.9% | -28.7% |
| All | +24.1% | +9.7% | +14.4% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling