+79.7%
IWD vs IOVA
+85.3%
-5.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -0.5% |
| 7D | -0.5% | -5.2% | +4.7% | -0.3% |
| 30D | +2.7% | -37.8% | +40.4% | +3.9% |
| 3M | +0.9% | +29.5% | -28.6% | -1.1% |
| 6M | +10.5% | +96.6% | -86.0% | +5.6% |
| YTD | +23.7% | +194.5% | -170.8% | +15.2% |
| 1Y | +28.7% | +248.1% | -219.3% | +18.7% |
| 3Y | +79.7% | +86.1% | -6.4% | +59.0% |
| All | +79.7% | +85.3% | -5.5% | +59.0% |
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