+294.2%
IOVA vs WOLF
+57.5%
+236.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +0.5% |
| 7D | +9.7% | +9.7% | +0.1% | +8.7% |
| 30D | +102.5% | +12.5% | +90.0% | +98.7% |
| 3M | +100.7% | -57.7% | +158.4% | +109.3% |
| 6M | +106.3% | +37.7% | +68.6% | +94.8% |
| YTD | +222.0% | +62.8% | +159.1% | +205.4% |
| All | +294.2% | +57.5% | +236.7% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 1y: compounded portfolio wealth divided by compounded WOLF 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…
1y analysis · Full analysis span regression · 6 months rolling