+74.9%
IWD vs IOVA
-64.9%
+139.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.3% | +9.7% | -10.0% | -0.7% |
| 30D | +0.6% | +102.5% | -101.9% | -3.0% |
| 3M | +7.2% | +100.7% | -93.5% | +3.1% |
| 6M | +16.2% | +106.3% | -90.1% | +11.0% |
| YTD | +23.3% | +222.0% | -198.6% | +14.8% |
| 1Y | +29.6% | +299.5% | -270.0% | +18.6% |
| 3Y | +70.5% | +42.9% | +27.5% | +56.1% |
| All | +74.9% | -64.9% | +139.8% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling