+115.0%
UMC vs IOVA
+362.8%
-247.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -14.7% | -41.3% | +26.6% | -11.2% |
| 30D | -32.9% | -38.5% | +5.7% | -30.4% |
| 3M | -22.2% | +99.5% | -121.7% | -27.1% |
| 6M | +25.9% | +126.0% | -100.1% | +15.8% |
| YTD | +107.9% | +218.7% | -110.8% | +79.9% |
| 1Y | +115.0% | +378.0% | -263.0% | +95.4% |
| All | +115.0% | +362.8% | -247.7% | +95.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling