+323.3%
PRU vs IOVA
-92.3%
+415.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | +2.4% | -5.2% | +7.6% | +2.5% |
| 30D | +6.1% | -37.8% | +43.9% | +6.9% |
| 3M | -0.7% | +29.5% | -30.2% | -1.7% |
| 6M | +22.1% | +96.6% | -74.5% | +19.4% |
| YTD | +9.8% | +194.5% | -184.7% | +6.2% |
| 1Y | +19.4% | +248.1% | -228.7% | +14.9% |
| 3Y | +50.4% | +86.1% | -35.7% | +44.1% |
| 5Y | +37.2% | -67.8% | +105.0% | +33.8% |
| 10Y | +119.5% | +38.6% | +80.9% | +109.4% |
| All | +323.3% | -92.3% | +415.7% | +297.8% |
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