+69.9%
PR vs IOVA
+78.3%
-8.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.0% | +6.2% | -4.1% |
| 7D | -16.5% | -19.0% | +2.5% | -15.5% |
| 30D | -4.5% | -40.3% | +35.8% | -2.1% |
| 3M | +8.5% | +78.3% | -69.8% | +1.5% |
| 6M | -3.3% | +94.5% | -97.8% | -10.8% |
| YTD | +55.7% | +183.5% | -127.8% | +37.2% |
| 1Y | +82.0% | +327.6% | -245.6% | +53.6% |
| All | +69.9% | +78.3% | -8.4% | +32.1% |
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