+266.4%
IOVA vs WOLF
+45.1%
+221.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.8% | -8.2% | +0.2% |
| 7D | +1.9% | +25.3% | -23.4% | -1.4% |
| 30D | -44.1% | -14.7% | -29.4% | -43.2% |
| 3M | +28.9% | -20.5% | +49.4% | +31.1% |
| 6M | +125.7% | -43.9% | +169.6% | +130.3% |
| YTD | +199.3% | +50.0% | +149.2% | +185.6% |
| 1Y | +255.2% | +45.5% | +209.7% | +240.3% |
| All | +266.4% | +45.1% | +221.3% | +254.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling