+109.7%
USB vs IOVA
+9.2%
+100.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +1.4% | +9.7% | -8.3% | +0.8% |
| 30D | -1.3% | +102.5% | -103.8% | -6.5% |
| 3M | +15.2% | +100.7% | -85.4% | +8.8% |
| 6M | +18.8% | +106.3% | -87.5% | +11.1% |
| YTD | +21.0% | +222.0% | -201.0% | +9.0% |
| 1Y | +34.0% | +299.5% | -265.5% | +17.8% |
| 3Y | +95.3% | +42.9% | +52.4% | +72.9% |
| 5Y | +40.4% | -65.0% | +105.4% | +30.5% |
| All | +109.7% | +9.2% | +100.5% | +76.5% |
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