-3.4%
UNH vs IOVA
-66.8%
+63.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | +0.7% |
| 7D | +2.4% | -1.4% | +3.8% | +2.4% |
| 30D | +7.2% | -47.4% | +54.6% | +8.7% |
| 3M | +0.5% | +13.2% | -12.7% | -0.4% |
| 6M | +3.4% | +114.3% | -110.9% | +0.2% |
| YTD | +25.2% | +179.5% | -154.3% | +19.6% |
| 1Y | +22.7% | +200.4% | -177.7% | +16.8% |
| 3Y | -20.3% | +92.2% | -112.5% | -26.0% |
| 5Y | -3.4% | -63.8% | +60.4% | -5.6% |
| All | -3.4% | -66.8% | +63.4% | -5.6% |
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 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