+95.9%
PRU vs IOVA
-0.9%
+96.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | -0.1% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | +7.9% | -47.4% | +55.3% | +11.9% |
| 3M | +0.9% | +13.2% | -12.3% | -1.8% |
| 6M | +22.4% | +114.3% | -92.0% | +12.1% |
| YTD | +12.7% | +179.5% | -166.8% | -0.3% |
| 1Y | +19.6% | +200.4% | -180.8% | +4.9% |
| 3Y | +54.0% | +92.2% | -38.2% | +28.3% |
| 5Y | +41.0% | -63.8% | +104.8% | +28.2% |
| All | +95.9% | -0.9% | +96.8% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling