+456.7%
PWR vs IOVA
-63.5%
+520.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | -7.9% | +117.5% | -125.4% | -13.6% |
| 6M | +18.3% | +69.6% | -51.2% | +12.2% |
| YTD | +51.5% | +218.7% | -167.2% | +36.5% |
| 1Y | +70.3% | +265.5% | -195.2% | +51.1% |
| 3Y | +210.6% | +46.2% | +164.4% | +173.5% |
| 5Y | +456.7% | -63.2% | +519.9% | +427.2% |
| All | +456.7% | -63.5% | +520.2% | +427.2% |
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