+21.0%
USAR vs IOVA
+254.2%
-233.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.9% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | -10.4% | +31.7% | -42.1% | -14.8% |
| 3M | -18.4% | +117.3% | -135.6% | -30.3% |
| 6M | -8.8% | +55.8% | -64.6% | -18.6% |
| YTD | +43.4% | +208.8% | -165.4% | +9.2% |
| 1Y | +21.0% | +255.7% | -234.7% | -0.2% |
| All | +21.0% | +254.2% | -233.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling