+79.3%
PR vs IOVA
+44.8%
+34.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.7% |
| 7D | +2.9% | +9.7% | -6.8% | +2.2% |
| 30D | +18.0% | +102.5% | -84.5% | +11.7% |
| 3M | +16.9% | +100.7% | -83.8% | +10.2% |
| 6M | +28.2% | +106.3% | -78.1% | +19.7% |
| YTD | +69.3% | +222.0% | -152.6% | +51.3% |
| 1Y | +69.5% | +299.5% | -230.0% | +47.4% |
| All | +79.3% | +44.8% | +34.5% | +58.0% |
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