+179.2%
URI vs IOVA
-67.9%
+247.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +0.9% |
| 7D | -9.8% | -5.2% | -4.6% | -9.5% |
| 30D | +1.7% | -37.8% | +39.5% | +4.1% |
| 3M | -9.1% | +29.5% | -38.5% | -12.3% |
| 6M | +9.9% | +96.6% | -86.7% | +1.2% |
| YTD | +31.2% | +194.5% | -163.3% | +15.4% |
| 1Y | +25.9% | +248.1% | -222.1% | +8.8% |
| 3Y | +147.4% | +86.1% | +61.3% | +108.6% |
| All | +179.2% | -67.9% | +247.1% | +160.3% |
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 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