+145.3%
UMC vs IOVA
-64.1%
+209.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| 3M | +16.1% | +117.3% | -101.1% | +7.6% |
| 6M | +137.3% | +55.8% | +81.5% | +124.4% |
| YTD | +193.8% | +208.8% | -15.0% | +161.2% |
| 1Y | +236.1% | +255.7% | -19.6% | +193.7% |
| 3Y | +267.1% | +41.7% | +225.4% | +215.6% |
| 5Y | +145.3% | -64.9% | +210.2% | +126.4% |
| All | +145.3% | -64.1% | +209.4% | +126.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling