+2,054.3%
ULTA vs IOVA
-92.6%
+2,146.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.5% |
| 7D | +2.5% | -3.5% | +5.9% | +2.5% |
| 30D | +11.5% | -45.4% | +56.9% | +12.6% |
| 3M | +28.1% | +19.0% | +9.1% | +27.1% |
| 6M | +34.2% | +112.0% | -77.8% | +31.2% |
| YTD | +9.2% | +184.2% | -175.1% | +5.7% |
| 1Y | +23.7% | +222.0% | -198.2% | +19.4% |
| 3Y | +69.2% | +92.6% | -23.4% | +62.5% |
| 5Y | +66.6% | -63.2% | +129.8% | +62.4% |
| 10Y | +176.6% | +2.1% | +174.5% | +165.4% |
| All | +2,054.3% | -92.6% | +2,146.9% | +1,866.9% |
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 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