+50.7%
USHY vs IOVA
+26.5%
+24.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.1% |
| 7D | -0.1% | +9.7% | -9.9% | -0.4% |
| 30D | +0.1% | +102.5% | -102.4% | -1.9% |
| 3M | +0.8% | +100.7% | -99.9% | -1.3% |
| 6M | +1.7% | +106.3% | -104.6% | -0.8% |
| YTD | +2.5% | +222.0% | -219.5% | -1.5% |
| 1Y | +4.4% | +299.5% | -295.1% | -0.5% |
| 3Y | +27.4% | +42.9% | -15.6% | +21.2% |
| 5Y | +21.7% | -65.0% | +86.7% | +18.4% |
| All | +50.7% | +26.5% | +24.3% | +41.6% |
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