+228.4%
UNH vs IOVA
+9.7%
+218.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.7% | -8.0% | -2.6% |
| 7D | -4.5% | -2.2% | -2.4% | -4.5% |
| 30D | -6.5% | +27.6% | -34.1% | -7.8% |
| 3M | -6.0% | +117.2% | -123.2% | -10.2% |
| 6M | +33.7% | +77.7% | -44.0% | +28.4% |
| YTD | +16.4% | +215.0% | -198.6% | +7.8% |
| 1Y | +10.1% | +255.4% | -245.3% | +0.8% |
| 3Y | -16.3% | +42.6% | -58.9% | -24.3% |
| 5Y | +2.1% | -62.2% | +64.3% | -3.4% |
| All | +228.4% | +9.7% | +218.7% | +195.2% |
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