+31.8%
USB vs IOVA
+255.8%
-224.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.5% |
| 7D | 0.0% | -5.2% | +5.2% | 0.0% |
| 30D | +5.8% | -37.8% | +43.6% | +5.6% |
| 3M | -6.0% | +29.5% | -35.4% | -6.7% |
| 6M | +7.8% | +96.6% | -88.8% | +5.7% |
| YTD | +14.6% | +194.5% | -179.9% | +12.0% |
| 1Y | +31.8% | +248.1% | -216.3% | +28.6% |
| All | +31.8% | +255.8% | -224.0% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling