+276.9%
WAB vs IOVA
+7.2%
+269.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.1% | -7.0% | +10.1% | +3.6% |
| 30D | +6.4% | -44.4% | +50.9% | +9.6% |
| 3M | +2.2% | +24.7% | -22.5% | -0.8% |
| 6M | +13.7% | +118.6% | -104.9% | +5.1% |
| YTD | +43.0% | +196.3% | -153.3% | +27.7% |
| 1Y | +47.0% | +205.3% | -158.3% | +30.7% |
| 3Y | +174.4% | +103.8% | +70.6% | +132.5% |
| 5Y | +222.2% | -65.6% | +287.7% | +197.9% |
| 10Y | +276.9% | +6.4% | +270.4% | +202.9% |
| All | +276.9% | +7.2% | +269.7% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling