+103.5%
IOVA vs WCC
+135.5%
-32.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.5% | -9.9% | +1.4% | -4.1% |
| 30D | -44.7% | -13.4% | -31.3% | -41.7% |
| 3M | +26.2% | -13.5% | +39.7% | +31.8% |
| 6M | +123.2% | -10.6% | +133.8% | +124.5% |
| YTD | +196.0% | +30.1% | +165.9% | +131.7% |
| 1Y | +240.9% | +22.3% | +218.6% | +175.9% |
| 3Y | +103.5% | +130.3% | -26.7% | -25.3% |
| All | +103.5% | +135.5% | -32.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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