+34.9%
UPS vs IOVA
+7.5%
+27.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.6% |
| 30D | -3.7% | +31.7% | -35.5% | -5.2% |
| 3M | -6.6% | +117.3% | -123.8% | -10.9% |
| 6M | +2.6% | +55.8% | -53.3% | -0.9% |
| YTD | +4.8% | +208.8% | -204.0% | -3.1% |
| 1Y | +25.3% | +255.7% | -230.4% | +14.2% |
| 3Y | -26.9% | +41.7% | -68.5% | -33.5% |
| 5Y | -33.5% | -64.9% | +31.4% | -37.3% |
| All | +34.9% | +7.5% | +27.4% | +19.9% |
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