+92.5%
USB vs IOVA
+78.3%
+14.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.0% | +8.9% | -1.6% |
| 7D | -1.5% | -19.0% | +17.6% | -0.6% |
| 30D | +4.3% | -40.3% | +44.6% | +6.1% |
| 3M | -6.1% | +78.3% | -84.4% | -11.0% |
| 6M | +9.4% | +94.5% | -85.1% | +2.4% |
| YTD | +15.2% | +183.5% | -168.3% | +3.9% |
| 1Y | +32.8% | +327.6% | -294.9% | +15.4% |
| All | +92.5% | +78.3% | +14.1% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling