+49.7%
USHY vs IOVA
+17.1%
+32.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -0.7% | -6.4% | +5.7% | -0.6% |
| 30D | -0.5% | +25.4% | -26.0% | -1.2% |
| 3M | +0.5% | +115.3% | -114.8% | -1.8% |
| 6M | +1.5% | +56.5% | -55.0% | -0.3% |
| YTD | +1.7% | +198.2% | -196.4% | -2.0% |
| 1Y | +3.5% | +242.0% | -238.5% | -0.9% |
| 3Y | +27.2% | +36.8% | -9.7% | +21.1% |
| 5Y | +21.0% | -64.3% | +85.2% | +17.5% |
| All | +49.7% | +17.1% | +32.5% | +40.9% |
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