+21.4%
UL vs IOVA
-63.5%
+84.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | -1.3% | +5.1% | -6.4% | -1.4% |
| 30D | +0.9% | +37.2% | -36.3% | +0.3% |
| 3M | +14.2% | +117.5% | -103.3% | +12.1% |
| 6M | -3.2% | +69.6% | -72.8% | -4.6% |
| YTD | -0.3% | +218.7% | -219.0% | -3.4% |
| 1Y | -8.8% | +265.5% | -274.3% | -12.1% |
| 3Y | +23.9% | +46.2% | -22.4% | +18.9% |
| 5Y | +21.4% | -63.2% | +84.6% | +16.1% |
| All | +21.4% | -63.5% | +84.9% | +16.1% |
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 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