+501.7%
IWD vs IOVA
-91.6%
+593.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.3% | +9.7% | -10.0% | -0.4% |
| 30D | +0.6% | +102.5% | -101.9% | -0.7% |
| 3M | +7.2% | +100.7% | -93.5% | +5.8% |
| 6M | +16.2% | +106.3% | -90.1% | +14.4% |
| YTD | +23.3% | +222.0% | -198.6% | +20.4% |
| 1Y | +29.6% | +299.5% | -270.0% | +25.8% |
| 3Y | +70.5% | +42.9% | +27.5% | +66.0% |
| 5Y | +73.5% | -65.0% | +138.5% | +70.3% |
| 10Y | +198.3% | +10.3% | +188.0% | +188.6% |
| All | +501.7% | -91.6% | +593.3% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling