+11.3%
UAL vs IOVA
+189.0%
-177.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.7% | -0.3% | -5.7% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | +7.8% | -47.4% | +55.1% | +10.7% |
| 3M | -11.1% | +13.2% | -24.3% | -13.4% |
| 6M | +16.1% | +114.3% | -98.2% | +5.2% |
| YTD | -0.5% | +179.5% | -180.0% | -13.1% |
| 1Y | +11.3% | +200.4% | -189.1% | -3.3% |
| All | +11.3% | +189.0% | -177.7% | -3.3% |
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 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