+22.7%
USB vs IOVA
-67.8%
+90.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.0% | +8.9% | -1.5% |
| 7D | -1.5% | -19.0% | +17.6% | -0.5% |
| 30D | +4.3% | -40.3% | +44.6% | +6.3% |
| 3M | -6.1% | +78.3% | -84.4% | -10.9% |
| 6M | +9.4% | +94.5% | -85.1% | +2.6% |
| YTD | +15.2% | +183.5% | -168.3% | +4.3% |
| 1Y | +32.8% | +327.6% | -294.9% | +16.3% |
| 3Y | +91.3% | +83.8% | +7.4% | +67.3% |
| 5Y | +22.7% | -69.0% | +91.7% | +10.7% |
| All | +22.7% | -67.8% | +90.4% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling