+63.5%
IOVA vs WETO
-99.4%
+162.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.4% | +11.1% | +5.7% |
| 7D | -2.2% | -4.3% | +2.2% | -2.1% |
| 30D | +27.6% | -39.9% | +67.5% | +26.8% |
| 3M | +117.2% | -97.9% | +215.1% | +144.2% |
| 6M | +77.7% | -95.0% | +172.7% | +89.7% |
| YTD | +215.0% | -97.2% | +312.2% | +242.3% |
| 1Y | +255.4% | -98.9% | +354.3% | +299.4% |
| All | +63.5% | -99.4% | +162.9% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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