+179.3%
UPS vs IOVA
-92.7%
+272.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.8% | -1.8% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +16.4% | -47.4% | +63.8% | +17.2% |
| 3M | +7.9% | +13.2% | -5.3% | +7.5% |
| 6M | +15.8% | +114.3% | -98.5% | +14.2% |
| YTD | +16.6% | +179.5% | -162.9% | +14.3% |
| 1Y | +22.3% | +200.4% | -178.1% | +19.7% |
| 3Y | -6.2% | +92.2% | -98.4% | -8.6% |
| 5Y | -34.4% | -63.8% | +29.4% | -35.6% |
| 10Y | +41.7% | +0.4% | +41.3% | +37.9% |
| All | +179.3% | -92.7% | +272.1% | +169.2% |
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