+86.1%
IOVA vs URA
+36.0%
+50.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +2.5% |
| 7D | -5.2% | -4.1% | -1.1% | -3.8% |
| 30D | -37.8% | -19.0% | -18.8% | -33.5% |
| 3M | +29.5% | -25.1% | +54.6% | +40.4% |
| 6M | +96.6% | -44.5% | +141.1% | +130.7% |
| YTD | +194.5% | -24.3% | +218.8% | +215.9% |
| 1Y | +248.1% | -28.1% | +276.2% | +276.9% |
| 3Y | +86.1% | +40.7% | +45.4% | +19.1% |
| All | +86.1% | +36.0% | +50.2% | +19.1% |
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