+990.8%
IWF vs IOVA
-91.6%
+1,082.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | 0.0% |
| 7D | +0.5% | +9.7% | -9.2% | +0.3% |
| 30D | -0.4% | +102.5% | -102.9% | -2.0% |
| 3M | -2.6% | +100.7% | -103.3% | -4.3% |
| 6M | +9.1% | +106.3% | -97.2% | +7.0% |
| YTD | +4.5% | +222.0% | -217.5% | +1.3% |
| 1Y | +10.1% | +299.5% | -289.5% | +6.0% |
| 3Y | +77.6% | +42.9% | +34.7% | +71.6% |
| 5Y | +73.7% | -65.0% | +138.7% | +69.8% |
| 10Y | +411.5% | +10.3% | +401.3% | +391.6% |
| All | +990.8% | -91.6% | +1,082.4% | +920.4% |
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