+75.4%
USAR vs IOVA
+11.3%
+64.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | +2.3% | +5.1% | -2.8% | +2.0% |
| 30D | -8.6% | +37.2% | -45.9% | -10.7% |
| 3M | -20.5% | +117.5% | -138.0% | -25.2% |
| 6M | +1.2% | +69.6% | -68.4% | -4.0% |
| YTD | +48.4% | +218.7% | -170.3% | +35.8% |
| 1Y | +30.6% | +265.5% | -234.9% | +19.3% |
| 3Y | +73.6% | +46.2% | +27.4% | +58.9% |
| All | +75.4% | +11.3% | +64.1% | +60.8% |
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