-92.0%
IOVA vs WU
-15.6%
-76.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +9.7% | -0.8% | +10.6% | +10.1% |
| 30D | +102.5% | -1.1% | +103.6% | +102.7% |
| 3M | +100.7% | -3.9% | +104.5% | +102.4% |
| 6M | +106.3% | -20.7% | +127.0% | +125.8% |
| YTD | +222.0% | -18.4% | +240.3% | +246.0% |
| 1Y | +299.5% | -8.1% | +307.6% | +305.4% |
| 3Y | +42.9% | -24.2% | +67.1% | +58.3% |
| 5Y | -65.0% | -50.4% | -14.5% | -55.7% |
| 10Y | +10.3% | -40.0% | +50.3% | +20.7% |
| All | -92.0% | -15.6% | -76.4% | -92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling