-23.7%
PPG vs IOVA
-66.4%
+42.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.8% |
| 7D | -5.1% | -6.4% | +1.3% | -4.8% |
| 30D | -9.6% | +25.4% | -35.0% | -10.9% |
| 3M | -6.4% | +115.3% | -121.8% | -11.4% |
| 6M | +0.5% | +56.5% | -56.0% | -3.5% |
| YTD | +4.4% | +198.2% | -193.7% | -4.4% |
| 1Y | -0.9% | +242.0% | -242.9% | -10.7% |
| 3Y | -17.0% | +36.8% | -53.8% | -25.6% |
| 5Y | -23.7% | -64.3% | +40.6% | -29.8% |
| All | -23.7% | -66.4% | +42.8% | -29.8% |
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