+498.0%
PSA vs IOVA
-92.7%
+590.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | -0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | +15.6% | -47.4% | +63.0% | +16.1% |
| 3M | +4.1% | +13.2% | -9.1% | +3.8% |
| 6M | +9.2% | +114.3% | -105.1% | +8.1% |
| YTD | +32.3% | +179.5% | -147.2% | +30.6% |
| 1Y | +26.2% | +200.4% | -174.2% | +24.4% |
| 3Y | +53.7% | +92.2% | -38.5% | +51.2% |
| 5Y | +26.6% | -63.8% | +90.3% | +25.0% |
| 10Y | +132.8% | +0.4% | +132.5% | +129.4% |
| All | +498.0% | -92.7% | +590.8% | +497.8% |
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