+931.7%
IWF vs IOVA
-92.3%
+1,024.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | -1.1% | -7.0% | +5.9% | -0.9% |
| 30D | -8.3% | -44.4% | +36.2% | -7.3% |
| 3M | -5.6% | +24.7% | -30.2% | -6.3% |
| 6M | -5.4% | +118.6% | -124.1% | -7.6% |
| YTD | -1.2% | +196.3% | -197.5% | -4.3% |
| 1Y | -2.7% | +205.3% | -207.9% | -5.9% |
| 3Y | +67.8% | +103.8% | -36.0% | +60.8% |
| 5Y | +60.1% | -65.6% | +125.7% | +56.2% |
| 10Y | +392.2% | +6.4% | +385.7% | +372.3% |
| All | +931.7% | -92.3% | +1,024.0% | +863.8% |
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