+72.4%
IWD vs IOVA
+44.8%
+27.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.3% | +9.7% | -10.0% | -0.6% |
| 30D | +0.6% | +102.5% | -101.9% | -2.7% |
| 3M | +7.2% | +100.7% | -93.5% | +3.5% |
| 6M | +16.2% | +106.3% | -90.1% | +11.5% |
| YTD | +23.3% | +222.0% | -198.6% | +15.5% |
| 1Y | +29.6% | +299.5% | -270.0% | +19.5% |
| All | +72.4% | +44.8% | +27.6% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling