+927.9%
IWF vs IOVA
-92.7%
+1,020.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.7% | +5.3% | -0.2% |
| 7D | +5.3% | -1.4% | +6.7% | +5.3% |
| 30D | -8.6% | -47.4% | +38.8% | -7.6% |
| 3M | -6.5% | +13.2% | -19.7% | -7.1% |
| 6M | -5.6% | +114.3% | -120.0% | -7.7% |
| YTD | -1.5% | +179.5% | -181.0% | -4.5% |
| 1Y | -2.8% | +200.4% | -203.2% | -6.0% |
| 3Y | +67.1% | +92.2% | -25.0% | +60.4% |
| 5Y | +57.6% | -63.8% | +121.4% | +53.7% |
| 10Y | +390.4% | +0.4% | +390.0% | +371.1% |
| All | +927.9% | -92.7% | +1,020.6% | +861.4% |
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