+106.1%
PRU vs IOVA
+28.7%
+77.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +2.2% |
| 7D | +3.2% | +1.9% | +1.3% | +3.0% |
| 30D | +7.9% | -44.1% | +52.0% | +11.4% |
| 3M | +1.8% | +28.9% | -27.1% | -1.9% |
| 6M | +24.1% | +125.7% | -101.6% | +13.3% |
| YTD | +12.4% | +199.3% | -186.9% | -1.1% |
| 1Y | +20.9% | +255.2% | -234.3% | +4.6% |
| 3Y | +55.5% | +106.8% | -51.4% | +28.7% |
| 5Y | +42.7% | -67.1% | +109.7% | +31.4% |
| 10Y | +106.1% | +16.7% | +89.4% | +65.6% |
| All | +106.1% | +28.7% | +77.5% | +65.6% |
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