-78.0%
PSKY vs IOVA
-44.7%
-33.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.5% | +2.7% | -4.2% |
| 7D | -24.6% | -6.8% | -17.7% | -24.1% |
| 30D | -36.1% | +47.1% | -83.2% | -39.0% |
| 3M | -37.1% | +276.2% | -313.3% | -45.8% |
| 6M | -40.5% | +258.4% | -299.0% | -48.6% |
| YTD | -47.7% | +398.9% | -446.6% | -56.9% |
| 1Y | -58.4% | +508.0% | -566.4% | -66.7% |
| 3Y | -40.7% | +281.5% | -322.2% | -55.3% |
| All | -78.0% | -44.7% | -33.3% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling