+263.0%
UMC vs IOVA
+41.0%
+222.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.2% |
| 7D | +13.6% | -2.2% | +15.8% | +13.8% |
| 30D | +20.8% | +31.7% | -11.0% | +18.4% |
| 3M | +16.1% | +117.3% | -101.1% | +9.4% |
| 6M | +137.3% | +55.8% | +81.5% | +127.0% |
| YTD | +193.8% | +208.8% | -15.0% | +168.0% |
| 1Y | +236.1% | +255.7% | -19.6% | +203.8% |
| All | +263.0% | +41.0% | +222.0% | +218.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling