-92.6%
IOVA vs WU
-18.1%
-74.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.4% |
| 7D | -7.0% | +2.1% | -9.1% | -8.3% |
| 30D | -44.4% | +10.1% | -54.6% | -47.4% |
| 3M | +24.7% | -1.1% | +25.8% | +22.8% |
| 6M | +118.6% | -19.8% | +138.4% | +134.0% |
| YTD | +196.3% | -20.8% | +217.1% | +216.9% |
| 1Y | +205.3% | -15.1% | +220.4% | +216.2% |
| 3Y | +103.8% | -23.2% | +127.0% | +122.0% |
| 5Y | -65.6% | -42.6% | -23.0% | -59.5% |
| 10Y | +6.4% | -38.9% | +45.3% | +13.8% |
| All | -92.6% | -18.1% | -74.6% | -92.8% |
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 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