+200.4%
IOVA vs WOLF
+52.0%
+148.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.2% | -1.5% | -4.8% |
| 7D | -1.4% | +30.2% | -31.6% | -6.7% |
| 30D | -47.4% | -7.2% | -40.2% | -46.8% |
| 3M | +13.2% | -16.4% | +29.6% | +15.2% |
| 6M | +114.3% | -50.7% | +165.0% | +124.0% |
| YTD | +179.5% | +52.3% | +127.2% | +134.2% |
| 1Y | +200.4% | +35.6% | +164.8% | +153.4% |
| All | +200.4% | +52.0% | +148.4% | +153.4% |
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