+1,163.5%
WAB vs IOVA
-91.6%
+1,255.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.7% |
| 7D | -3.2% | +9.7% | -12.9% | -3.4% |
| 30D | -4.4% | +102.5% | -107.0% | -5.9% |
| 3M | +7.9% | +100.7% | -92.8% | +6.1% |
| 6M | +8.7% | +106.3% | -97.6% | +6.6% |
| YTD | +33.0% | +222.0% | -189.0% | +29.1% |
| 1Y | +46.7% | +299.5% | -252.9% | +41.5% |
| 3Y | +153.0% | +42.9% | +110.1% | +144.8% |
| 5Y | +222.3% | -65.0% | +287.3% | +215.3% |
| 10Y | +291.0% | +10.3% | +280.7% | +274.6% |
| All | +1,163.5% | -91.6% | +1,255.1% | +1,123.0% |
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