+60.2%
PPL vs IOVA
+34.0%
+26.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -0.7% |
| 7D | +0.4% | -5.2% | +5.6% | +0.5% |
| 30D | +5.4% | -37.8% | +43.2% | +6.6% |
| 3M | +4.3% | +29.5% | -25.2% | +2.5% |
| 6M | -1.3% | +96.6% | -97.9% | -5.0% |
| YTD | +4.7% | +194.5% | -189.8% | -1.2% |
| 1Y | +1.3% | +248.1% | -246.8% | -5.2% |
| 3Y | +57.2% | +86.1% | -28.9% | +44.6% |
| 5Y | +48.2% | -67.8% | +116.1% | +41.8% |
| All | +60.2% | +34.0% | +26.2% | +56.2% |
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