+70.3%
PR vs IOVA
+12.2%
+58.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -9.5% | -8.5% | -1.0% | -8.8% |
| 30D | -5.7% | -44.7% | +39.0% | -1.8% |
| 3M | +3.0% | +26.2% | -23.3% | -1.2% |
| 6M | +11.8% | +123.2% | -111.4% | +0.5% |
| YTD | +58.5% | +196.0% | -137.5% | +36.3% |
| 1Y | +69.9% | +240.9% | -171.0% | +43.6% |
| 3Y | +84.9% | +103.5% | -18.6% | +49.9% |
| 5Y | +246.4% | -65.5% | +311.9% | +213.3% |
| 10Y | +70.3% | +7.0% | +63.3% | +46.4% |
| All | +70.3% | +12.2% | +58.1% | +46.4% |
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 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