+36.0%
UPS vs IOVA
+3.8%
+32.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | -3.4% | -6.4% | +3.0% | -3.1% |
| 30D | -2.7% | +25.4% | -28.2% | -4.0% |
| 3M | -1.6% | +115.3% | -117.0% | -6.2% |
| 6M | +2.3% | +56.5% | -54.2% | -1.2% |
| YTD | +5.6% | +198.2% | -192.6% | -2.2% |
| 1Y | +27.1% | +242.0% | -215.0% | +16.0% |
| 3Y | -26.3% | +36.8% | -63.1% | -32.8% |
| 5Y | -34.5% | -64.3% | +29.8% | -38.3% |
| All | +36.0% | +3.8% | +32.1% | +21.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling