+333.2%
PRU vs IOVA
-91.6%
+424.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | +1.9% | +9.7% | -7.9% | +1.7% |
| 30D | +2.7% | +102.5% | -99.8% | +1.0% |
| 3M | +19.5% | +100.7% | -81.2% | +17.4% |
| 6M | +26.6% | +106.3% | -79.7% | +24.1% |
| YTD | +12.3% | +222.0% | -209.6% | +8.9% |
| 1Y | +18.0% | +299.5% | -281.5% | +13.6% |
| 3Y | +47.0% | +42.9% | +4.1% | +42.0% |
| 5Y | +48.4% | -65.0% | +113.4% | +45.0% |
| 10Y | +142.4% | +10.3% | +132.2% | +132.2% |
| All | +333.2% | -91.6% | +424.8% | +307.9% |
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