+436.3%
PSA vs IOVA
-91.6%
+528.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.2% |
| 7D | -3.7% | +9.7% | -13.4% | -3.7% |
| 30D | -7.7% | +102.5% | -110.3% | -8.4% |
| 3M | -0.6% | +100.7% | -101.3% | -1.3% |
| 6M | -0.9% | +106.3% | -107.3% | -1.7% |
| YTD | +18.7% | +222.0% | -203.3% | +17.2% |
| 1Y | +7.6% | +299.5% | -291.9% | +6.0% |
| 3Y | +23.7% | +42.9% | -19.3% | +22.0% |
| 5Y | +13.7% | -65.0% | +78.6% | +12.4% |
| 10Y | +98.9% | +10.3% | +88.6% | +96.0% |
| All | +436.3% | -91.6% | +528.0% | +436.4% |
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 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