+139.6%
PRU vs IOVA
+6.6%
+133.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.9% | +5.1% | -3.2% | +1.5% |
| 30D | -0.4% | +37.2% | -37.7% | -3.0% |
| 3M | +16.4% | +117.5% | -101.1% | +8.4% |
| 6M | +26.0% | +69.6% | -43.6% | +18.8% |
| YTD | +9.9% | +218.7% | -208.8% | -2.3% |
| 1Y | +18.8% | +265.5% | -246.8% | +3.4% |
| 3Y | +45.3% | +46.2% | -0.9% | +25.3% |
| 5Y | +45.6% | -63.2% | +108.8% | +34.4% |
| 10Y | +139.6% | +6.1% | +133.5% | +92.0% |
| All | +139.6% | +6.6% | +133.0% | +92.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling