+1,272.7%
UMC vs IOVA
+0.8%
+1,272.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | +11.2% | -3.5% | +14.7% | +11.5% |
| 30D | -28.0% | -45.4% | +17.4% | -24.6% |
| 3M | -20.5% | +19.0% | -39.6% | -22.6% |
| 6M | -1.6% | +112.0% | -113.6% | -9.9% |
| YTD | +99.4% | +184.2% | -84.9% | +76.1% |
| 1Y | +120.4% | +222.0% | -101.6% | +92.2% |
| 3Y | +134.2% | +92.6% | +41.7% | +94.7% |
| 5Y | +78.8% | -63.2% | +142.0% | +62.7% |
| All | +1,272.7% | +0.8% | +1,272.0% | +1,042.9% |
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 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