+101.3%
PSA vs IOVA
+4.5%
+96.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.2% |
| 7D | -2.2% | -2.2% | 0.0% | -2.2% |
| 30D | -9.6% | +31.7% | -41.3% | -10.6% |
| 3M | -7.9% | +117.3% | -125.2% | -11.2% |
| 6M | -2.0% | +55.8% | -57.8% | -4.6% |
| YTD | +15.7% | +208.8% | -193.0% | +9.1% |
| 1Y | +5.8% | +255.7% | -249.9% | -1.3% |
| 3Y | +21.6% | +41.7% | -20.1% | +13.4% |
| 5Y | +13.1% | -64.9% | +78.0% | +8.1% |
| 10Y | +101.3% | +6.3% | +95.0% | +77.3% |
| All | +101.3% | +4.5% | +96.8% | +77.3% |
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