+17.8%
UAL vs IOVA
+255.8%
-238.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.8% | +1.9% |
| 7D | +8.2% | -5.2% | +13.3% | +8.4% |
| 30D | +2.3% | -37.8% | +40.1% | +3.9% |
| 3M | -12.7% | +29.5% | -42.2% | -15.4% |
| 6M | +12.7% | +96.6% | -83.9% | +4.3% |
| YTD | +0.8% | +194.5% | -193.7% | -10.3% |
| 1Y | +17.8% | +248.1% | -230.3% | +3.9% |
| All | +17.8% | +255.8% | -238.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling