+378.0%
IOVA vs UMAC
+2.9%
+375.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.9% | +9.4% | -0.5% |
| 7D | -41.3% | -26.0% | -15.2% | -39.6% |
| 30D | -38.5% | -40.3% | +1.8% | -35.9% |
| 3M | +99.5% | -51.1% | +150.7% | +109.4% |
| 6M | +126.0% | -5.6% | +131.6% | +123.8% |
| YTD | +218.7% | +2.3% | +216.4% | +202.7% |
| 1Y | +378.0% | +7.9% | +370.2% | +343.8% |
| All | +378.0% | +2.9% | +375.1% | +343.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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