+73.7%
UAL vs IOVA
+0.8%
+72.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -3.0% | -3.5% | +0.4% | -2.6% |
| 30D | +10.5% | -45.4% | +55.8% | +16.7% |
| 3M | -13.5% | +19.0% | -32.5% | -17.5% |
| 6M | +14.2% | +112.0% | -97.8% | -0.7% |
| YTD | -2.2% | +184.2% | -186.5% | -19.6% |
| 1Y | +12.5% | +222.0% | -209.5% | -9.2% |
| 3Y | +186.8% | +92.6% | +94.3% | +119.9% |
| 5Y | +119.4% | -63.2% | +182.5% | +89.5% |
| All | +73.7% | +0.8% | +72.9% | +40.3% |
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