+189.0%
PPL vs IOVA
-92.6%
+281.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.0% | +11.8% | +0.9% |
| 7D | +1.0% | -19.0% | +20.1% | +1.2% |
| 30D | +6.8% | -40.3% | +47.1% | +7.1% |
| 3M | +3.9% | +78.3% | -74.5% | +3.2% |
| 6M | -2.0% | +94.5% | -96.5% | -2.8% |
| YTD | +5.3% | +183.5% | -178.2% | +4.0% |
| 1Y | +2.2% | +327.6% | -325.4% | +0.6% |
| 3Y | +56.7% | +83.8% | -27.1% | +54.3% |
| 5Y | +49.1% | -69.0% | +118.1% | +47.5% |
| 10Y | +63.6% | +33.4% | +30.2% | +61.5% |
| All | +189.0% | -92.6% | +281.6% | +182.4% |
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