-8.0%
IOVA vs UMAC
+494.0%
-502.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.2% |
| 7D | +9.7% | -0.9% | +10.7% | +9.8% |
| 30D | +102.5% | -7.7% | +110.2% | +102.4% |
| 3M | +100.7% | -26.4% | +127.1% | +101.4% |
| 6M | +106.3% | +61.9% | +44.5% | +97.4% |
| YTD | +222.0% | +86.5% | +135.5% | +204.9% |
| 1Y | +299.5% | +156.3% | +143.2% | +271.0% |
| All | -8.0% | +494.0% | -502.0% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling