-19.9%
USAR vs IOVA
-2.4%
-17.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.7% | +3.3% | -2.0% |
| 7D | +8.8% | -1.4% | +10.2% | +8.9% |
| 30D | -28.5% | -47.4% | +18.9% | -25.9% |
| 3M | -56.2% | +13.2% | -69.4% | -57.0% |
| 6M | -68.4% | +114.3% | -182.7% | -70.5% |
| YTD | -32.2% | +179.5% | -211.7% | -37.9% |
| 1Y | -52.3% | +200.4% | -252.7% | -56.4% |
| 3Y | -21.2% | +92.2% | -113.4% | -27.9% |
| All | -19.9% | -2.4% | -17.4% | -26.5% |
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