+210.6%
PWR vs IOVA
+50.0%
+160.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.4% | +2.4% |
| 7D | +4.5% | +5.1% | -0.5% | +4.2% |
| 30D | -4.9% | +37.2% | -42.1% | -6.6% |
| 3M | -7.9% | +117.5% | -125.4% | -12.6% |
| 6M | +18.3% | +69.6% | -51.2% | +13.3% |
| YTD | +51.5% | +218.7% | -167.2% | +39.2% |
| 1Y | +70.3% | +265.5% | -195.2% | +54.6% |
| 3Y | +210.6% | +46.2% | +164.4% | +174.0% |
| All | +210.6% | +50.0% | +160.6% | +174.0% |
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