+1,739.5%
ULTA vs IOVA
-91.6%
+1,831.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.2% |
| 7D | +9.0% | +9.7% | -0.7% | +8.8% |
| 30D | +4.6% | +102.5% | -98.0% | +2.9% |
| 3M | +22.0% | +100.7% | -78.7% | +19.8% |
| 6M | -14.7% | +106.3% | -121.0% | -16.4% |
| YTD | -6.8% | +222.0% | -228.7% | -9.6% |
| 1Y | +6.5% | +299.5% | -293.0% | +2.6% |
| 3Y | +35.6% | +42.9% | -7.3% | +31.2% |
| 5Y | +47.6% | -65.0% | +112.6% | +44.4% |
| 10Y | +128.9% | +10.3% | +118.6% | +120.0% |
| All | +1,739.5% | -91.6% | +1,831.1% | +1,582.1% |
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