+35.5%
PWR vs IOVA
+235.7%
-200.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +4.7% | -7.0% | +11.7% | +5.2% |
| 30D | -12.5% | -44.4% | +31.9% | -11.0% |
| 3M | -9.3% | +24.7% | -34.0% | -12.3% |
| 6M | -22.2% | +118.6% | -140.8% | -28.4% |
| YTD | +44.2% | +196.3% | -152.2% | +25.9% |
| 1Y | +35.5% | +205.3% | -169.8% | +20.5% |
| All | +35.5% | +235.7% | -200.2% | +20.5% |
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 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