+167.9%
WAT vs IOVA
+4.5%
+163.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -1.7% | +31.7% | -33.4% | -3.9% |
| 3M | +9.1% | +117.3% | -108.2% | +1.4% |
| 6M | +32.4% | +55.8% | -23.4% | +25.5% |
| YTD | +6.6% | +208.8% | -202.2% | -5.4% |
| 1Y | +34.7% | +255.7% | -221.0% | +17.2% |
| 3Y | +53.6% | +41.7% | +11.9% | +33.7% |
| 5Y | -4.1% | -64.9% | +60.8% | -11.5% |
| 10Y | +167.9% | +6.3% | +161.6% | +113.4% |
| All | +167.9% | +4.5% | +163.4% | +113.4% |
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 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