+24.5%
PSA vs IOVA
+50.0%
-25.5%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.4% | +5.1% | -5.5% | -0.6% |
| 30D | -8.2% | +37.2% | -45.4% | -9.3% |
| 3M | -2.1% | +117.5% | -119.6% | -5.6% |
| 6M | -0.2% | +69.6% | -69.8% | -3.1% |
| YTD | +18.5% | +218.7% | -200.2% | +11.5% |
| 1Y | +6.6% | +265.5% | -259.0% | -0.8% |
| 3Y | +24.5% | +46.2% | -21.8% | +12.4% |
| All | +24.5% | +50.0% | -25.5% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling