+101.1%
UAL vs IOVA
+12.2%
+88.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | +12.5% | -8.5% | +20.9% | +13.6% |
| 30D | +12.2% | -44.7% | +56.9% | +18.4% |
| 3M | -2.6% | +26.2% | -28.8% | -7.8% |
| 6M | +21.1% | +123.2% | -102.1% | +4.6% |
| YTD | +7.8% | +196.0% | -188.2% | -11.7% |
| 1Y | +25.4% | +240.9% | -215.5% | +0.3% |
| 3Y | +217.3% | +103.5% | +113.8% | +141.7% |
| 5Y | +132.9% | -65.5% | +198.3% | +102.5% |
| 10Y | +101.1% | +7.0% | +94.1% | +62.3% |
| All | +101.1% | +12.2% | +88.9% | +62.3% |
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