-1.5%
IOVA vs WCN
+235.2%
-236.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.8% |
| 7D | -6.4% | -4.4% | -2.0% | -4.0% |
| 30D | +25.4% | -4.4% | +29.9% | +28.6% |
| 3M | +115.3% | +0.5% | +114.9% | +114.2% |
| 6M | +56.5% | -3.3% | +59.8% | +57.9% |
| YTD | +198.2% | -8.5% | +206.7% | +209.7% |
| 1Y | +242.0% | -8.9% | +250.9% | +255.2% |
| 3Y | +36.8% | +18.0% | +18.8% | +16.5% |
| 5Y | -64.3% | +25.0% | -89.3% | -71.8% |
| All | -1.5% | +235.2% | -236.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling