+27.6%
USHY vs IOVA
+41.0%
-13.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | 0.0% | +31.7% | -31.8% | -0.5% |
| 3M | +0.8% | +117.3% | -116.4% | -0.5% |
| 6M | +1.9% | +55.8% | -53.9% | +0.9% |
| YTD | +2.3% | +208.8% | -206.5% | +0.1% |
| 1Y | +4.1% | +255.7% | -251.6% | +1.5% |
| All | +27.6% | +41.0% | -13.4% | +22.0% |
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