+862.3%
UNP vs IOVA
-92.3%
+954.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | -4.6% | -5.2% | +0.6% | -4.5% |
| 30D | +5.6% | -37.8% | +43.4% | +6.2% |
| 3M | -1.3% | +29.5% | -30.8% | -2.1% |
| 6M | +9.2% | +96.6% | -87.3% | +7.4% |
| YTD | +27.3% | +194.5% | -167.2% | +24.1% |
| 1Y | +35.9% | +248.1% | -212.1% | +32.0% |
| 3Y | +45.5% | +86.1% | -40.6% | +40.8% |
| 5Y | +36.0% | -67.8% | +103.8% | +33.3% |
| 10Y | +307.2% | +38.6% | +268.6% | +291.5% |
| All | +862.3% | -92.3% | +954.7% | +796.7% |
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