-8.9%
IOVA vs UMAC
+549.5%
-558.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.3% | -10.4% | -1.4% |
| 7D | +5.1% | +14.7% | -9.6% | +4.4% |
| 30D | +37.2% | -0.5% | +37.7% | +36.8% |
| 3M | +117.5% | +0.5% | +117.0% | +115.2% |
| 6M | +69.6% | +57.9% | +11.7% | +62.4% |
| YTD | +218.7% | +103.9% | +114.8% | +200.5% |
| 1Y | +265.5% | +159.3% | +106.3% | +239.0% |
| All | -8.9% | +549.5% | -558.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling