+25.3%
USHY vs IOVA
+99.0%
-73.7%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.1% |
| 7D | -0.4% | -3.5% | +3.1% | -0.4% |
| 30D | +0.6% | -45.4% | +46.0% | +1.2% |
| 3M | -2.0% | +19.0% | -21.0% | -2.5% |
| 6M | -0.5% | +112.0% | -112.6% | -2.1% |
| YTD | +0.6% | +184.2% | -183.6% | -1.6% |
| 1Y | +2.1% | +222.0% | -219.9% | -0.4% |
| 3Y | +25.3% | +92.6% | -67.2% | +21.2% |
| All | +25.3% | +99.0% | -73.7% | +21.2% |
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