+1,367.4%
UNH vs IOVA
-92.6%
+1,460.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +3.4% | -3.5% | +6.9% | +3.4% |
| 30D | +3.0% | -45.4% | +48.4% | +3.6% |
| 3M | +2.7% | +19.0% | -16.3% | +2.3% |
| 6M | +2.8% | +112.0% | -109.2% | +1.5% |
| YTD | +25.9% | +184.2% | -158.4% | +23.7% |
| 1Y | +25.8% | +222.0% | -196.2% | +23.4% |
| 3Y | -20.0% | +92.6% | -112.6% | -21.9% |
| 5Y | -2.8% | -63.2% | +60.3% | -4.3% |
| 10Y | +228.7% | +2.1% | +226.6% | +221.4% |
| All | +1,367.4% | -92.6% | +1,460.0% | +1,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling