+404.2%
PWR vs IOVA
-67.3%
+471.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.6% | +7.7% | +9.2% |
| 7D | -4.8% | +1.9% | -6.7% | -4.8% |
| 30D | -16.2% | -44.1% | +27.9% | -13.8% |
| 3M | -11.9% | +28.9% | -40.8% | -14.7% |
| 6M | -20.6% | +125.7% | -146.3% | -26.8% |
| YTD | +40.3% | +199.3% | -159.0% | +25.5% |
| 1Y | +33.0% | +255.2% | -222.2% | +17.3% |
| 3Y | +250.0% | +106.8% | +143.2% | +197.5% |
| 5Y | +404.2% | -67.1% | +471.2% | +368.2% |
| All | +404.2% | -67.3% | +471.4% | +368.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling