-92.7%
IOVA vs URA
-51.6%
-41.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +2.2% |
| 7D | -5.2% | -4.1% | -1.1% | -3.4% |
| 30D | -37.8% | -19.0% | -18.8% | -32.1% |
| 3M | +29.5% | -25.1% | +54.6% | +44.2% |
| 6M | +96.6% | -44.5% | +141.1% | +143.9% |
| YTD | +194.5% | -24.3% | +218.8% | +219.0% |
| 1Y | +248.1% | -28.1% | +276.2% | +282.2% |
| 3Y | +86.1% | +40.7% | +45.4% | +45.8% |
| 5Y | -67.8% | +35.5% | -103.3% | -75.3% |
| 10Y | +38.6% | +281.2% | -242.5% | -32.2% |
| All | -92.7% | -51.6% | -41.1% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling