+74.9%
USAR vs IOVA
+12.4%
+62.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -2.1% | +9.7% | -11.9% | -2.7% |
| 30D | +2.6% | +102.5% | -99.9% | -2.7% |
| 3M | -35.0% | +100.7% | -135.7% | -38.5% |
| 6M | -6.9% | +106.3% | -113.2% | -12.6% |
| YTD | +48.0% | +222.0% | -174.0% | +35.3% |
| 1Y | +24.8% | +299.5% | -274.7% | +13.7% |
| 3Y | +73.2% | +42.9% | +30.3% | +58.5% |
| All | +74.9% | +12.4% | +62.5% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling