+285.0%
PPG vs IOVA
-91.7%
+376.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | 0.0% | +5.1% | -5.1% | -0.1% |
| 30D | -7.8% | +37.2% | -45.0% | -8.4% |
| 3M | -2.2% | +117.5% | -119.7% | -3.9% |
| 6M | +4.1% | +69.6% | -65.4% | +2.6% |
| YTD | +9.1% | +218.7% | -209.6% | +6.0% |
| 1Y | +1.0% | +265.5% | -264.6% | -2.3% |
| 3Y | -13.3% | +46.2% | -59.5% | -16.0% |
| 5Y | -19.2% | -63.2% | +44.0% | -20.9% |
| 10Y | +25.9% | +6.1% | +19.8% | +20.7% |
| All | +285.0% | -91.7% | +376.7% | +252.8% |
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 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