+32.4%
PWR vs IOVA
+362.8%
-330.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -1.5% | -10.2% | -11.6% |
| 7D | -4.4% | -41.3% | +36.9% | -3.4% |
| 30D | -15.1% | -38.5% | +23.4% | -14.4% |
| 3M | -16.2% | +99.5% | -115.8% | -20.3% |
| 6M | -23.3% | +126.0% | -149.3% | -28.0% |
| YTD | +37.6% | +218.7% | -181.1% | +25.8% |
| 1Y | +32.4% | +378.0% | -345.6% | +20.9% |
| All | +32.4% | +362.8% | -330.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling