+139.7%
UMC vs IOVA
+95.6%
+44.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.7% | +3.7% | -1.5% |
| 7D | +17.8% | -1.4% | +19.2% | +17.9% |
| 30D | -29.6% | -47.4% | +17.8% | -26.6% |
| 3M | -18.4% | +13.2% | -31.6% | -19.4% |
| 6M | -0.1% | +114.3% | -114.5% | -6.5% |
| YTD | +104.0% | +179.5% | -75.5% | +86.3% |
| 1Y | +121.5% | +200.4% | -78.9% | +101.3% |
| All | +139.7% | +95.6% | +44.1% | +102.6% |
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