+28.8%
PTC vs IOVA
+99.0%
-70.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +0.5% | -3.5% | +4.0% | +0.6% |
| 30D | +1.2% | -45.4% | +46.6% | +3.6% |
| 3M | +27.4% | +19.0% | +8.3% | +24.3% |
| 6M | +39.2% | +112.0% | -72.8% | +30.4% |
| YTD | +12.5% | +184.2% | -171.7% | +2.2% |
| 1Y | +12.3% | +222.0% | -209.7% | +1.0% |
| 3Y | +28.8% | +92.6% | -63.7% | +14.6% |
| All | +28.8% | +99.0% | -70.1% | +14.6% |
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