+4.1%
IOVA vs WTW
+198.0%
-193.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -2.2% | -5.7% | +3.6% | +0.7% |
| 30D | +27.6% | -7.3% | +34.8% | +32.4% |
| 3M | +117.2% | +21.5% | +95.7% | +95.9% |
| 6M | +77.7% | +9.6% | +68.1% | +67.1% |
| YTD | +215.0% | -3.3% | +218.3% | +212.2% |
| 1Y | +255.4% | -6.1% | +261.5% | +256.6% |
| 3Y | +42.6% | +61.8% | -19.2% | +0.7% |
| 5Y | -62.2% | +42.7% | -104.9% | -72.0% |
| All | +4.1% | +198.0% | -193.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling