+107.5%
UL vs IOVA
-0.9%
+108.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.7% | +6.1% | +0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +5.7% | -47.4% | +53.0% | +7.2% |
| 3M | +7.0% | +13.2% | -6.2% | +5.7% |
| 6M | +16.1% | +114.3% | -98.3% | +11.7% |
| YTD | +3.6% | +179.5% | -175.9% | -1.8% |
| 1Y | -1.4% | +200.4% | -201.8% | -6.8% |
| 3Y | +34.1% | +92.2% | -58.1% | +23.6% |
| 5Y | +32.0% | -63.8% | +95.8% | +26.8% |
| All | +107.5% | -0.9% | +108.4% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling