+263.2%
PR vs IOVA
-63.9%
+327.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.7% | +7.7% | +2.4% |
| 7D | +6.7% | -1.4% | +8.1% | +6.8% |
| 30D | -6.1% | -47.4% | +41.2% | -3.1% |
| 3M | +6.9% | +13.2% | -6.4% | +4.3% |
| 6M | +14.6% | +114.3% | -99.7% | +6.0% |
| YTD | +66.1% | +179.5% | -113.3% | +48.9% |
| 1Y | +77.0% | +200.4% | -123.4% | +57.4% |
| 3Y | +93.8% | +92.2% | +1.7% | +68.4% |
| All | +263.2% | -63.9% | +327.1% | +268.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling