+205.3%
IOVA vs URA
-26.7%
+232.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -7.0% | +2.9% | -9.9% | -7.9% |
| 30D | -44.4% | -10.8% | -33.6% | -42.0% |
| 3M | +24.7% | -25.5% | +50.2% | +36.3% |
| 6M | +118.6% | -41.2% | +159.9% | +154.4% |
| YTD | +196.3% | -21.3% | +217.6% | +235.2% |
| 1Y | +205.3% | -25.7% | +231.0% | +253.8% |
| All | +205.3% | -26.7% | +232.0% | +253.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling