+59.3%
USAR vs IOVA
+4.1%
+55.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.5% | -5.8% |
| 7D | -9.3% | -6.4% | -2.9% | -8.9% |
| 30D | -15.2% | +25.4% | -40.6% | -16.6% |
| 3M | -21.1% | +115.3% | -136.4% | -25.8% |
| 6M | -21.6% | +56.5% | -78.1% | -25.2% |
| YTD | +34.8% | +198.2% | -163.4% | +23.9% |
| 1Y | +15.6% | +242.0% | -226.4% | +6.1% |
| 3Y | +57.7% | +36.8% | +20.9% | +45.0% |
| All | +59.3% | +4.1% | +55.2% | +46.7% |
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 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