+89.3%
IOVA vs URA
+37.6%
+51.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.9% | -4.5% |
| 7D | -1.4% | +4.5% | -5.9% | -2.7% |
| 30D | -47.4% | -13.4% | -33.9% | -44.7% |
| 3M | +13.2% | -28.4% | +41.6% | +24.4% |
| 6M | +114.3% | -40.5% | +154.8% | +146.6% |
| YTD | +179.5% | -24.3% | +203.8% | +199.8% |
| 1Y | +200.4% | -28.8% | +229.2% | +226.7% |
| All | +89.3% | +37.6% | +51.7% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling