+63.3%
UL vs IOVA
+3.8%
+59.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -1.3% |
| 7D | -4.1% | -6.4% | +2.4% | -3.9% |
| 30D | -1.2% | +25.4% | -26.6% | -2.0% |
| 3M | +6.0% | +115.3% | -109.4% | +2.9% |
| 6M | -5.5% | +56.5% | -62.0% | -7.5% |
| YTD | -3.3% | +198.2% | -201.5% | -7.8% |
| 1Y | -9.8% | +242.0% | -251.8% | -14.7% |
| 3Y | +20.1% | +36.8% | -16.7% | +13.0% |
| 5Y | +19.2% | -64.3% | +83.4% | +15.3% |
| All | +63.3% | +3.8% | +59.5% | +55.1% |
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