+205.0%
IWD vs IOVA
+28.7%
+176.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.9% |
| 7D | +1.3% | +1.9% | -0.6% | +1.1% |
| 30D | +3.6% | -44.1% | +47.7% | +6.3% |
| 3M | +2.3% | +28.9% | -26.5% | -0.5% |
| 6M | +13.0% | +125.7% | -112.7% | +5.2% |
| YTD | +26.2% | +199.3% | -173.1% | +14.2% |
| 1Y | +30.5% | +255.2% | -224.8% | +16.5% |
| 3Y | +86.2% | +106.8% | -20.6% | +61.1% |
| 5Y | +72.9% | -67.1% | +140.0% | +61.7% |
| 10Y | +205.0% | +16.7% | +188.3% | +159.5% |
| All | +205.0% | +28.7% | +176.4% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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