-1.5%
IOVA vs WU
-39.5%
+38.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -6.4% | -5.0% | -1.5% | -4.2% |
| 30D | +25.4% | -2.3% | +27.7% | +26.5% |
| 3M | +115.3% | -3.2% | +118.6% | +116.5% |
| 6M | +56.5% | -25.0% | +81.6% | +76.5% |
| YTD | +198.2% | -21.7% | +219.8% | +227.5% |
| 1Y | +242.0% | -9.0% | +251.0% | +248.0% |
| 3Y | +36.8% | -28.9% | +65.7% | +55.7% |
| 5Y | -64.3% | -51.0% | -13.2% | -54.8% |
| All | -1.5% | -39.5% | +38.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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