+331.1%
UAL vs IOVA
-92.3%
+423.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.8% | +1.9% |
| 7D | +8.2% | -5.2% | +13.3% | +8.3% |
| 30D | +2.3% | -37.8% | +40.1% | +3.3% |
| 3M | -12.7% | +29.5% | -42.2% | -13.8% |
| 6M | +12.7% | +96.6% | -83.9% | +9.6% |
| YTD | +0.8% | +194.5% | -193.7% | -3.3% |
| 1Y | +17.8% | +248.1% | -230.3% | +12.4% |
| 3Y | +206.7% | +86.1% | +120.6% | +192.2% |
| 5Y | +113.9% | -67.8% | +181.7% | +107.5% |
| 10Y | +97.0% | +38.6% | +58.4% | +89.1% |
| All | +331.1% | -92.3% | +423.5% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling