+158.9%
UPS vs IOVA
-91.6%
+250.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -2.9% | +9.7% | -12.6% | -3.0% |
| 30D | -3.5% | +102.5% | -106.0% | -4.5% |
| 3M | -5.7% | +100.7% | -106.4% | -6.7% |
| 6M | -4.4% | +106.3% | -110.7% | -5.6% |
| YTD | +8.0% | +222.0% | -214.0% | +5.9% |
| 1Y | +29.0% | +299.5% | -270.5% | +26.0% |
| 3Y | -27.7% | +42.9% | -70.6% | -29.2% |
| 5Y | -34.3% | -65.0% | +30.6% | -35.4% |
| 10Y | +37.8% | +10.3% | +27.5% | +34.3% |
| All | +158.9% | -91.6% | +250.5% | +149.6% |
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 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