+91.7%
USB vs IOVA
+34.0%
+57.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | 0.0% | -5.2% | +5.2% | +0.2% |
| 30D | +5.8% | -37.8% | +43.6% | +8.0% |
| 3M | -6.0% | +29.5% | -35.4% | -9.0% |
| 6M | +7.8% | +96.6% | -88.8% | +0.2% |
| YTD | +14.6% | +194.5% | -179.9% | +2.4% |
| 1Y | +31.8% | +248.1% | -216.3% | +16.0% |
| 3Y | +91.5% | +86.1% | +5.4% | +64.9% |
| 5Y | +22.0% | -67.8% | +89.9% | +12.7% |
| All | +91.7% | +34.0% | +57.7% | +56.5% |
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