+21.5%
USHY vs IOVA
-64.1%
+85.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 3M | +0.8% | +117.3% | -116.4% | -1.1% |
| 6M | +1.9% | +55.8% | -53.9% | +0.5% |
| YTD | +2.3% | +208.8% | -206.5% | -1.0% |
| 1Y | +4.1% | +255.7% | -251.6% | +0.2% |
| 3Y | +27.8% | +41.7% | -13.9% | +22.2% |
| 5Y | +21.5% | -64.9% | +86.4% | +18.3% |
| All | +21.5% | -64.1% | +85.6% | +18.3% |
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