+361.9%
USB vs IOVA
-91.6%
+453.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +1.4% | +9.7% | -8.3% | +1.3% |
| 30D | -1.3% | +102.5% | -103.8% | -2.6% |
| 3M | +15.2% | +100.7% | -85.4% | +13.7% |
| 6M | +18.8% | +106.3% | -87.5% | +17.0% |
| YTD | +21.0% | +222.0% | -201.0% | +18.1% |
| 1Y | +34.0% | +299.5% | -265.5% | +30.1% |
| 3Y | +95.3% | +42.9% | +52.4% | +90.3% |
| 5Y | +40.4% | -65.0% | +105.4% | +37.7% |
| 10Y | +107.3% | +10.3% | +97.0% | +101.3% |
| All | +361.9% | -91.6% | +453.5% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling