+149.5%
URI vs IOVA
+99.0%
+50.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +6.7% | -3.5% | +10.2% | +6.9% |
| 30D | +8.9% | -45.4% | +54.3% | +11.8% |
| 3M | +0.5% | +19.0% | -18.5% | -2.2% |
| 6M | +20.7% | +112.0% | -91.4% | +11.4% |
| YTD | +40.0% | +184.2% | -144.2% | +24.7% |
| 1Y | +34.4% | +222.0% | -187.6% | +18.1% |
| 3Y | +149.5% | +92.6% | +56.9% | +110.7% |
| All | +149.5% | +99.0% | +50.5% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling