+1,321.5%
UNH vs IOVA
-91.6%
+1,413.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +1.1% | +9.7% | -8.7% | +1.0% |
| 30D | -3.8% | +102.5% | -106.3% | -4.7% |
| 3M | +0.7% | +100.7% | -99.9% | -0.2% |
| 6M | +37.9% | +106.3% | -68.5% | +36.3% |
| YTD | +21.9% | +222.0% | -200.0% | +19.8% |
| 1Y | +31.4% | +299.5% | -268.2% | +28.6% |
| 3Y | -11.4% | +42.9% | -54.3% | -13.2% |
| 5Y | +2.5% | -65.0% | +67.5% | +1.1% |
| 10Y | +242.9% | +10.3% | +232.6% | +235.4% |
| All | +1,321.5% | -91.6% | +1,413.1% | +1,293.0% |
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