+248.5%
UL vs IOVA
-92.3%
+340.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.2% |
| 7D | +2.6% | -8.5% | +11.1% | +2.6% |
| 30D | +6.8% | -44.7% | +51.5% | +7.1% |
| 3M | +5.7% | +26.2% | -20.5% | +5.3% |
| 6M | +15.9% | +123.2% | -107.3% | +14.7% |
| YTD | +4.3% | +196.0% | -191.7% | +2.9% |
| 1Y | -0.4% | +240.9% | -241.4% | -1.9% |
| 3Y | +35.0% | +103.5% | -68.6% | +32.5% |
| 5Y | +31.6% | -65.5% | +97.1% | +30.2% |
| 10Y | +104.6% | +7.0% | +97.6% | +101.0% |
| All | +248.5% | -92.3% | +340.8% | +235.3% |
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 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