+69.2%
ULTA vs IOVA
+99.0%
-29.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | +2.5% | -3.5% | +5.9% | +2.6% |
| 30D | +11.5% | -45.4% | +56.9% | +14.1% |
| 3M | +28.1% | +19.0% | +9.1% | +24.7% |
| 6M | +34.2% | +112.0% | -77.8% | +24.7% |
| YTD | +9.2% | +184.2% | -175.1% | -1.5% |
| 1Y | +23.7% | +222.0% | -198.2% | +10.4% |
| 3Y | +69.2% | +92.6% | -23.4% | +45.2% |
| All | +69.2% | +99.0% | -29.8% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling