+147.8%
PR vs IOVA
+35.6%
+112.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.0% | +6.2% | -4.0% |
| 7D | -16.5% | -19.0% | +2.5% | -15.2% |
| 30D | -4.5% | -40.3% | +35.8% | -1.5% |
| 3M | +8.5% | +78.3% | -69.8% | +0.9% |
| 6M | -3.3% | +94.5% | -97.8% | -11.6% |
| YTD | +55.7% | +183.5% | -127.8% | +35.7% |
| 1Y | +82.0% | +327.6% | -245.6% | +52.0% |
| 3Y | +62.5% | +83.8% | -21.4% | +34.9% |
| 5Y | +223.9% | -69.0% | +293.0% | +197.3% |
| 10Y | +64.2% | +33.4% | +30.8% | +46.3% |
| All | +147.8% | +35.6% | +112.2% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling