-92.7%
IOVA vs WCN
+1,091.1%
-1,183.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -8.5% | +2.6% | -11.1% | -9.5% |
| 30D | -44.7% | +25.3% | -70.1% | -50.5% |
| 3M | +26.2% | +15.2% | +11.0% | +17.3% |
| 6M | +123.2% | +26.4% | +96.8% | +98.3% |
| YTD | +196.0% | +9.9% | +186.0% | +178.4% |
| 1Y | +240.9% | +16.2% | +224.8% | +212.4% |
| 3Y | +103.5% | +49.4% | +54.1% | +62.5% |
| 5Y | -65.5% | +46.2% | -111.6% | -72.7% |
| 10Y | +7.0% | +305.7% | -298.7% | -40.4% |
| All | -92.7% | +1,091.1% | -1,183.7% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling