+867.1%
PTC vs IOVA
-92.3%
+959.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.6% | +0.2% |
| 7D | -0.2% | -5.2% | +4.9% | -0.2% |
| 30D | +0.8% | -37.8% | +38.5% | +1.6% |
| 3M | +32.1% | +29.5% | +2.6% | +30.7% |
| 6M | +42.6% | +96.6% | -54.0% | +39.2% |
| YTD | +12.0% | +194.5% | -182.5% | +8.0% |
| 1Y | +12.2% | +248.1% | -235.9% | +7.6% |
| 3Y | +31.2% | +86.1% | -54.9% | +25.4% |
| 5Y | +54.9% | -67.8% | +122.7% | +50.8% |
| 10Y | +343.1% | +38.6% | +304.5% | +324.2% |
| All | +867.1% | -92.3% | +959.5% | +841.3% |
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