+236.6%
UL vs IOVA
-91.6%
+328.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.3% | +9.7% | -11.1% | -1.4% |
| 30D | +0.5% | +102.5% | -102.1% | -0.2% |
| 3M | +17.6% | +100.7% | -83.1% | +16.8% |
| 6M | -5.4% | +106.3% | -111.7% | -6.1% |
| YTD | +0.7% | +222.0% | -221.3% | -0.5% |
| 1Y | -9.3% | +299.5% | -308.8% | -10.6% |
| 3Y | +24.5% | +42.9% | -18.4% | +22.8% |
| 5Y | +23.2% | -65.0% | +88.2% | +22.0% |
| 10Y | +64.5% | +10.3% | +54.2% | +61.7% |
| All | +236.6% | -91.6% | +328.2% | +224.2% |
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