+160.5%
PR vs IOVA
+52.4%
+108.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.1% | -6.4% |
| 7D | -12.1% | -41.3% | +29.1% | -9.0% |
| 30D | +0.9% | -38.5% | +39.4% | +3.9% |
| 3M | +10.1% | +99.5% | -89.4% | +1.4% |
| 6M | +1.1% | +126.0% | -124.9% | -8.6% |
| YTD | +63.7% | +218.7% | -155.0% | +41.3% |
| 1Y | +87.0% | +378.0% | -291.0% | +54.8% |
| 3Y | +70.7% | +106.7% | -35.9% | +40.5% |
| 5Y | +246.8% | -64.5% | +311.3% | +214.8% |
| 10Y | +72.6% | +50.0% | +22.6% | +52.4% |
| All | +160.5% | +52.4% | +108.1% | +127.0% |
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