-92.0%
IOVA vs URA
-31.1%
-60.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +9.7% | +1.1% | +8.7% | +9.2% |
| 30D | +102.5% | +7.4% | +95.1% | +96.7% |
| 3M | +100.7% | -8.4% | +109.1% | +105.6% |
| 6M | +106.3% | -12.7% | +119.1% | +113.5% |
| YTD | +222.0% | +7.8% | +214.2% | +204.7% |
| 1Y | +299.5% | +19.5% | +280.1% | +251.8% |
| 3Y | +42.9% | +116.4% | -73.5% | -5.7% |
| 5Y | -65.0% | +134.3% | -199.3% | -78.5% |
| 10Y | +10.3% | +359.3% | -349.0% | -50.4% |
| All | -92.0% | -31.1% | -60.9% | -95.3% |
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