+45.5%
IOVA vs URA
+114.7%
-69.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +9.7% | +1.1% | +8.7% | +9.4% |
| 30D | +102.5% | +7.4% | +95.1% | +98.2% |
| 3M | +100.7% | -8.4% | +109.1% | +104.1% |
| 6M | +106.3% | -12.7% | +119.1% | +111.5% |
| YTD | +222.0% | +7.8% | +214.2% | +211.9% |
| 1Y | +299.5% | +19.5% | +280.1% | +259.5% |
| All | +45.5% | +114.7% | -69.2% | -2.8% |
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 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