+50.0%
UNP vs IOVA
-63.5%
+113.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -0.7% | +5.1% | -5.8% | -0.9% |
| 30D | -1.1% | +37.2% | -38.4% | -2.4% |
| 3M | +7.9% | +117.5% | -109.6% | +4.2% |
| 6M | +14.6% | +69.6% | -55.0% | +11.5% |
| YTD | +26.6% | +218.7% | -192.1% | +19.5% |
| 1Y | +35.6% | +265.5% | -230.0% | +26.7% |
| 3Y | +45.5% | +46.2% | -0.7% | +35.7% |
| 5Y | +50.0% | -63.2% | +113.2% | +41.6% |
| All | +50.0% | -63.5% | +113.5% | +41.6% |
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