+2.8%
IOVA vs URA
+266.3%
-263.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.4% |
| 7D | -3.5% | -1.5% | -1.9% | -2.9% |
| 30D | -45.4% | -10.4% | -35.0% | -42.2% |
| 3M | +19.0% | -29.6% | +48.7% | +37.5% |
| 6M | +112.0% | -40.3% | +152.3% | +160.6% |
| YTD | +184.2% | -25.5% | +209.7% | +211.2% |
| 1Y | +222.0% | -26.4% | +248.4% | +252.3% |
| 3Y | +92.6% | +31.4% | +61.1% | +46.2% |
| 5Y | -63.2% | +28.6% | -91.8% | -73.1% |
| All | +2.8% | +266.3% | -263.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling