+203.4%
URI vs IOVA
-64.9%
+268.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -2.0% | +9.7% | -11.7% | -2.7% |
| 30D | -12.9% | +102.5% | -115.5% | -18.1% |
| 3M | -6.7% | +100.7% | -107.4% | -12.7% |
| 6M | +19.0% | +106.3% | -87.3% | +10.3% |
| YTD | +25.5% | +222.0% | -196.4% | +11.2% |
| 1Y | +5.5% | +299.5% | -294.0% | -9.2% |
| 3Y | +111.3% | +42.9% | +68.4% | +83.6% |
| All | +203.4% | -64.9% | +268.3% | +184.9% |
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