+46.9%
ULTA vs IOVA
-62.2%
+109.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.7% | -3.6% | +1.8% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | +2.8% | +27.6% | -24.8% | +1.4% |
| 3M | +14.8% | +117.2% | -102.4% | +9.3% |
| 6M | -16.2% | +77.7% | -93.9% | -19.7% |
| YTD | -9.6% | +215.0% | -224.6% | -16.5% |
| 1Y | +4.8% | +255.4% | -250.6% | -4.4% |
| 3Y | +30.7% | +42.6% | -11.9% | +20.3% |
| All | +46.9% | -62.2% | +109.1% | +35.9% |
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