+56.5%
PPL vs IOVA
+90.0%
-33.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -1.2% | +1.9% | -3.1% | -1.3% |
| 30D | +4.2% | -44.1% | +48.4% | +5.2% |
| 3M | +1.5% | +28.9% | -27.4% | +0.2% |
| 6M | +1.0% | +125.7% | -124.6% | -2.1% |
| YTD | +4.4% | +199.3% | -194.9% | -0.1% |
| 1Y | +0.8% | +255.2% | -254.5% | -4.1% |
| 3Y | +56.5% | +106.8% | -50.4% | +38.7% |
| All | +56.5% | +90.0% | -33.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling