+60.3%
IOVA vs WETO
-99.4%
+159.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.1% | +2.0% | -3.1% |
| 7D | -2.2% | -38.7% | +36.5% | -2.0% |
| 30D | +31.7% | -51.3% | +83.0% | +30.8% |
| 3M | +117.3% | -97.8% | +215.1% | +143.8% |
| 6M | +55.8% | -94.8% | +150.6% | +65.9% |
| YTD | +208.8% | -97.2% | +306.0% | +235.6% |
| 1Y | +255.7% | -98.9% | +354.6% | +300.2% |
| All | +60.3% | -99.4% | +159.7% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling