-75.6%
PSKY vs IOVA
+3.8%
-79.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.9% |
| 7D | -6.0% | -6.4% | +0.5% | -5.3% |
| 30D | +10.7% | +25.4% | -14.8% | +7.7% |
| 3M | +1.2% | +115.3% | -114.2% | -8.4% |
| 6M | +1.5% | +56.5% | -55.1% | -5.7% |
| YTD | -21.8% | +198.2% | -219.9% | -33.0% |
| 1Y | -30.2% | +242.0% | -272.2% | -41.7% |
| 3Y | -20.1% | +36.8% | -56.9% | -33.6% |
| 5Y | -70.5% | -64.3% | -6.3% | -73.5% |
| All | -75.6% | +3.8% | -79.5% | -78.7% |
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