+288.4%
UNP vs IOVA
+7.2%
+281.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.1% | -7.0% | +4.9% | -1.8% |
| 30D | +7.3% | -44.4% | +51.7% | +9.8% |
| 3M | +3.6% | +24.7% | -21.0% | +1.2% |
| 6M | +15.8% | +118.6% | -102.8% | +8.8% |
| YTD | +32.6% | +196.3% | -163.8% | +21.2% |
| 1Y | +37.2% | +205.3% | -168.1% | +24.9% |
| 3Y | +52.6% | +103.8% | -51.2% | +33.9% |
| 5Y | +40.6% | -65.6% | +106.1% | +31.9% |
| 10Y | +288.4% | +6.4% | +282.0% | +243.6% |
| All | +288.4% | +7.2% | +281.3% | +243.6% |
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 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