+3.5%
UNH vs IOVA
-64.1%
+67.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.9% |
| 7D | -1.7% | -2.2% | +0.6% | -1.6% |
| 30D | -3.8% | +31.7% | -35.6% | -4.7% |
| 3M | -4.3% | +117.3% | -121.6% | -6.8% |
| 6M | +38.6% | +55.8% | -17.2% | +35.9% |
| YTD | +20.7% | +208.8% | -188.1% | +15.5% |
| 1Y | +16.0% | +255.7% | -239.7% | +10.1% |
| 3Y | -13.5% | +41.7% | -55.2% | -18.7% |
| 5Y | +3.5% | -64.9% | +68.4% | +1.9% |
| All | +3.5% | -64.1% | +67.7% | +1.9% |
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 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