+96.5%
UAL vs IOVA
+7.2%
+89.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +2.3% | -7.0% | +9.3% | +3.1% |
| 30D | +13.3% | -44.4% | +57.8% | +19.5% |
| 3M | -6.3% | +24.7% | -30.9% | -11.2% |
| 6M | +22.5% | +118.6% | -96.1% | +6.2% |
| YTD | +5.9% | +196.3% | -190.5% | -13.3% |
| 1Y | +24.7% | +205.3% | -180.6% | +1.3% |
| 3Y | +211.6% | +103.8% | +107.8% | +137.2% |
| 5Y | +130.6% | -65.6% | +196.1% | +100.5% |
| 10Y | +96.5% | +6.4% | +90.0% | +58.3% |
| All | +96.5% | +7.2% | +89.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling