+261.5%
WAB vs IOVA
+0.8%
+260.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -1.0% |
| 7D | +5.1% | -3.5% | +8.5% | +5.3% |
| 30D | +4.0% | -45.4% | +49.4% | +7.2% |
| 3M | +0.1% | +19.0% | -18.9% | -2.5% |
| 6M | +12.8% | +112.0% | -99.2% | +4.4% |
| YTD | +40.1% | +184.2% | -144.2% | +25.4% |
| 1Y | +46.4% | +222.0% | -175.6% | +29.6% |
| 3Y | +167.4% | +92.6% | +74.8% | +127.4% |
| 5Y | +215.0% | -63.2% | +278.2% | +189.2% |
| All | +261.5% | +0.8% | +260.7% | +191.2% |
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