+139.2%
UAL vs IOVA
-64.9%
+204.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.4% |
| 7D | +0.7% | +9.7% | -9.0% | -0.4% |
| 30D | -16.1% | +102.5% | -118.6% | -24.5% |
| 3M | +6.1% | +100.7% | -94.5% | -5.1% |
| 6M | +10.8% | +106.3% | -95.5% | -2.4% |
| YTD | -0.4% | +222.0% | -222.4% | -18.4% |
| 1Y | +5.0% | +299.5% | -294.5% | -17.9% |
| 3Y | +124.0% | +42.9% | +81.1% | +76.1% |
| All | +139.2% | -64.9% | +204.1% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling