+194.7%
IWD vs IOVA
+6.6%
+188.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.2% | +5.1% | -5.2% | -0.5% |
| 30D | -0.8% | +37.2% | -38.0% | -2.8% |
| 3M | +8.0% | +117.5% | -109.5% | +2.1% |
| 6M | +18.2% | +69.6% | -51.4% | +12.8% |
| YTD | +22.3% | +218.7% | -196.4% | +11.5% |
| 1Y | +28.9% | +265.5% | -236.7% | +15.7% |
| 3Y | +71.5% | +46.2% | +25.3% | +52.9% |
| 5Y | +73.6% | -63.2% | +136.8% | +62.7% |
| 10Y | +194.7% | +6.1% | +188.6% | +156.4% |
| All | +194.7% | +6.6% | +188.1% | +156.4% |
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