+1,798.0%
UMC vs IOVA
+3.8%
+1,794.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.2% |
| 7D | +11.4% | -6.4% | +17.8% | +12.0% |
| 30D | +16.8% | +25.4% | -8.6% | +14.3% |
| 3M | +19.1% | +115.3% | -96.2% | +10.1% |
| 6M | +137.4% | +56.5% | +80.9% | +123.9% |
| YTD | +186.4% | +198.2% | -11.8% | +154.3% |
| 1Y | +229.1% | +242.0% | -12.9% | +186.5% |
| 3Y | +257.9% | +36.8% | +221.1% | +208.6% |
| 5Y | +137.5% | -64.3% | +201.8% | +118.3% |
| All | +1,798.0% | +3.8% | +1,794.1% | +1,523.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling