+132.2%
PSX vs IOVA
+85.3%
+46.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.6% |
| 7D | -13.1% | -5.2% | -7.9% | -13.0% |
| 30D | -9.5% | -37.8% | +28.2% | -8.7% |
| 3M | +20.2% | +29.5% | -9.3% | +17.9% |
| 6M | +44.9% | +96.6% | -51.7% | +39.1% |
| YTD | +94.4% | +194.5% | -100.1% | +81.0% |
| 1Y | +83.1% | +248.1% | -165.0% | +68.4% |
| 3Y | +132.2% | +86.1% | +46.0% | +101.8% |
| All | +132.2% | +85.3% | +46.9% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling