-63.2%
IOVA vs WCN
+30.9%
-94.2%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +37.2% | -2.1% | +39.4% | +38.2% |
| 3M | +117.5% | +6.4% | +111.1% | +112.6% |
| 6M | +69.6% | -3.7% | +73.3% | +71.3% |
| YTD | +218.7% | -6.4% | +225.0% | +224.0% |
| 1Y | +265.5% | -7.9% | +273.5% | +273.9% |
| 3Y | +46.2% | +20.8% | +25.4% | +30.1% |
| 5Y | -63.2% | +29.0% | -92.2% | -70.7% |
| All | -63.2% | +30.9% | -94.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling