+312.4%
PTC vs IOVA
-0.9%
+313.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.7% | +0.6% |
| 7D | +0.8% | -1.4% | +2.3% | +1.0% |
| 30D | +1.2% | -47.4% | +48.6% | +6.1% |
| 3M | +32.6% | +13.2% | +19.4% | +28.0% |
| 6M | +36.1% | +114.3% | -78.2% | +21.5% |
| YTD | +12.7% | +179.5% | -166.8% | -3.9% |
| 1Y | +10.2% | +200.4% | -190.2% | -7.1% |
| 3Y | +29.4% | +92.2% | -62.7% | +1.6% |
| 5Y | +61.1% | -63.8% | +124.9% | +42.4% |
| All | +312.4% | -0.9% | +313.3% | +205.5% |
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