+1,135.8%
URI vs IOVA
+0.8%
+1,135.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +6.7% | -3.5% | +10.2% | +7.1% |
| 30D | +8.9% | -45.4% | +54.3% | +13.9% |
| 3M | +0.5% | +19.0% | -18.5% | -3.5% |
| 6M | +20.7% | +112.0% | -91.4% | +7.2% |
| YTD | +40.0% | +184.2% | -144.2% | +18.4% |
| 1Y | +34.4% | +222.0% | -187.6% | +11.7% |
| 3Y | +149.5% | +92.6% | +56.9% | +96.5% |
| 5Y | +205.6% | -63.2% | +268.7% | +169.6% |
| All | +1,135.8% | +0.8% | +1,135.0% | +835.3% |
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