+112.3%
UAL vs IOVA
-67.9%
+180.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.8% | +1.6% |
| 7D | +8.2% | -5.2% | +13.3% | +8.6% |
| 30D | +2.3% | -37.8% | +40.1% | +6.5% |
| 3M | -12.7% | +29.5% | -42.2% | -17.9% |
| 6M | +12.7% | +96.6% | -83.9% | -1.9% |
| YTD | +0.8% | +194.5% | -193.7% | -18.4% |
| 1Y | +17.8% | +248.1% | -230.3% | -7.4% |
| 3Y | +206.7% | +86.1% | +120.6% | +127.9% |
| All | +112.3% | -67.9% | +180.2% | +91.3% |
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 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