+378.0%
IOVA vs WOLF
-3.0%
+381.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.7% |
| 7D | -41.3% | -14.5% | -26.8% | -39.5% |
| 30D | -38.5% | -32.0% | -6.5% | -35.0% |
| 3M | +99.5% | -15.8% | +115.3% | +102.8% |
| 6M | +126.0% | -36.6% | +162.6% | +131.6% |
| YTD | +218.7% | +30.9% | +187.8% | +204.4% |
| 1Y | +378.0% | +4.1% | +374.0% | +333.5% |
| All | +378.0% | -3.0% | +381.0% | +333.5% |
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