+383.5%
PSX vs IOVA
+7.8%
+375.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | +2.8% | +5.1% | -2.2% | +2.5% |
| 30D | +27.8% | +37.2% | -9.5% | +25.4% |
| 3M | +42.0% | +117.5% | -75.5% | +34.9% |
| 6M | +58.1% | +69.6% | -11.5% | +51.4% |
| YTD | +105.0% | +218.7% | -113.7% | +87.6% |
| 1Y | +104.9% | +265.5% | -160.6% | +84.6% |
| 3Y | +134.1% | +46.2% | +87.8% | +110.1% |
| 5Y | +363.8% | -63.2% | +427.1% | +337.6% |
| All | +383.5% | +7.8% | +375.7% | +315.7% |
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