+1,831.6%
PWR vs IOVA
+0.8%
+1,830.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +11.3% | -3.5% | +14.8% | +11.6% |
| 30D | -8.9% | -45.4% | +36.5% | -5.3% |
| 3M | -10.5% | +19.0% | -29.5% | -13.3% |
| 6M | -22.2% | +112.0% | -134.2% | -29.2% |
| YTD | +42.7% | +184.2% | -141.5% | +25.2% |
| 1Y | +41.1% | +222.0% | -180.9% | +22.1% |
| 3Y | +242.7% | +92.6% | +150.2% | +183.3% |
| 5Y | +418.5% | -63.2% | +481.7% | +368.9% |
| All | +1,831.6% | +0.8% | +1,830.8% | +1,415.2% |
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