+221.7%
PR vs IOVA
-67.9%
+289.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +1.7% |
| 7D | -16.4% | -5.2% | -11.2% | -16.2% |
| 30D | -1.9% | -37.8% | +35.9% | +0.3% |
| 3M | +8.0% | +29.5% | -21.5% | +4.4% |
| 6M | +4.1% | +96.6% | -92.5% | -3.2% |
| YTD | +58.7% | +194.5% | -135.8% | +41.6% |
| 1Y | +75.8% | +248.1% | -172.2% | +54.4% |
| 3Y | +73.2% | +86.1% | -13.0% | +50.2% |
| All | +221.7% | -67.9% | +289.6% | +267.2% |
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