+1,232.0%
WAB vs IOVA
-92.2%
+1,324.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +5.1% |
| 7D | +4.0% | +1.9% | +2.1% | +3.9% |
| 30D | +4.5% | -44.1% | +48.6% | +5.4% |
| 3M | +2.3% | +28.9% | -26.6% | +1.4% |
| 6M | +12.5% | +125.7% | -113.2% | +9.9% |
| YTD | +40.2% | +199.3% | -159.1% | +35.8% |
| 1Y | +45.2% | +255.2% | -210.0% | +40.1% |
| 3Y | +171.8% | +106.8% | +65.0% | +160.8% |
| 5Y | +217.6% | -67.1% | +284.7% | +210.2% |
| 10Y | +285.3% | +16.7% | +268.6% | +268.2% |
| All | +1,232.0% | -92.2% | +1,324.2% | +1,186.8% |
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