-13.0%
USAR vs IOVA
+4.5%
-17.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +6.4% |
| 7D | -1.1% | +1.9% | -2.9% | -1.2% |
| 30D | -30.3% | -44.1% | +13.9% | -28.0% |
| 3M | -54.7% | +28.9% | -83.5% | -55.9% |
| 6M | -67.5% | +125.7% | -193.2% | -69.8% |
| YTD | -26.4% | +199.3% | -225.7% | -32.9% |
| 1Y | -49.5% | +255.2% | -304.8% | -54.2% |
| 3Y | -14.5% | +106.8% | -121.3% | -22.1% |
| All | -13.0% | +4.5% | -17.5% | -20.6% |
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