+46.2%
IOVA vs WU
-27.2%
+73.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.6% |
| 7D | +5.1% | -0.8% | +5.9% | +5.6% |
| 30D | +37.2% | -1.1% | +38.4% | +37.7% |
| 3M | +117.5% | -1.8% | +119.3% | +115.5% |
| 6M | +69.6% | -23.9% | +93.5% | +100.5% |
| YTD | +218.7% | -20.4% | +239.1% | +259.6% |
| 1Y | +265.5% | -10.6% | +276.1% | +270.3% |
| 3Y | +46.2% | -27.7% | +74.0% | +69.8% |
| All | +46.2% | -27.2% | +73.4% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling