-32.7%
UPS vs IOVA
-63.3%
+30.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +3.8% | -3.5% | +7.3% | +3.9% |
| 30D | +17.4% | -45.4% | +62.7% | +19.7% |
| 3M | +8.2% | +19.0% | -10.8% | +6.2% |
| 6M | +17.9% | +112.0% | -94.1% | +11.7% |
| YTD | +18.7% | +184.2% | -165.6% | +9.4% |
| 1Y | +24.8% | +222.0% | -197.2% | +14.0% |
| 3Y | -4.5% | +92.6% | -97.1% | -14.9% |
| All | -32.7% | -63.3% | +30.6% | -37.8% |
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