+46.1%
UNP vs IOVA
+51.6%
-5.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -5.3% | +9.7% | -15.1% | -5.7% |
| 30D | -1.5% | +102.5% | -104.1% | -4.3% |
| 3M | +10.3% | +100.7% | -90.4% | +7.0% |
| 6M | +9.7% | +106.3% | -96.7% | +5.9% |
| YTD | +27.1% | +222.0% | -194.9% | +20.1% |
| 1Y | +32.6% | +299.5% | -267.0% | +23.3% |
| All | +46.1% | +51.6% | -5.5% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling