+1,691.0%
ULTA vs IOVA
-91.7%
+1,782.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.6% |
| 7D | +0.7% | +5.1% | -4.4% | +0.6% |
| 30D | -2.8% | +37.2% | -40.0% | -3.5% |
| 3M | +18.7% | +117.5% | -98.8% | +16.4% |
| 6M | -15.0% | +69.6% | -84.6% | -16.4% |
| YTD | -9.2% | +218.7% | -227.9% | -11.9% |
| 1Y | +5.7% | +265.5% | -259.9% | +2.0% |
| 3Y | +32.8% | +46.2% | -13.5% | +28.4% |
| 5Y | +46.0% | -63.2% | +109.2% | +42.7% |
| 10Y | +125.5% | +6.1% | +119.4% | +116.8% |
| All | +1,691.0% | -91.7% | +1,782.7% | +1,538.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling