-60.4%
IOVA vs URA
+25.6%
-86.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -3.5% | -1.5% | -1.9% | -2.9% |
| 30D | -45.4% | -10.4% | -35.0% | -42.5% |
| 3M | +19.0% | -29.6% | +48.7% | +35.9% |
| 6M | +112.0% | -40.3% | +152.3% | +156.3% |
| YTD | +184.2% | -25.5% | +209.7% | +209.3% |
| 1Y | +222.0% | -26.4% | +248.4% | +250.1% |
| 3Y | +92.6% | +31.4% | +61.1% | +42.1% |
| All | -60.4% | +25.6% | -86.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling