+1,067.6%
PSX vs IOVA
-93.2%
+1,160.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | +20.2% | +29.5% | -9.3% | +18.9% |
| 6M | +44.9% | +96.6% | -51.7% | +41.6% |
| YTD | +94.4% | +194.5% | -100.1% | +87.4% |
| 1Y | +83.1% | +248.1% | -165.0% | +75.7% |
| 3Y | +132.2% | +86.1% | +46.0% | +121.7% |
| 5Y | +278.8% | -67.8% | +346.7% | +268.8% |
| 10Y | +354.2% | +38.6% | +315.5% | +325.8% |
| All | +1,067.6% | -93.2% | +1,160.8% | +922.8% |
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