-64.3%
IOVA vs WTW
+42.3%
-106.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -4.0% | -3.6% |
| 7D | -6.4% | -7.8% | +1.4% | -4.1% |
| 30D | +25.4% | -7.9% | +33.3% | +28.6% |
| 3M | +115.3% | +19.9% | +95.4% | +103.1% |
| 6M | +56.5% | +9.8% | +46.7% | +51.3% |
| YTD | +198.2% | -3.3% | +201.5% | +199.2% |
| 1Y | +242.0% | -3.3% | +245.3% | +241.9% |
| 3Y | +36.8% | +61.5% | -24.7% | +4.8% |
| 5Y | -64.3% | +42.6% | -106.8% | -71.3% |
| All | -64.3% | +42.3% | -106.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling