+234.8%
WAT vs IOVA
+28.7%
+206.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +4.1% |
| 7D | +6.0% | +1.9% | +4.2% | +5.8% |
| 30D | +9.9% | -44.1% | +54.0% | +13.8% |
| 3M | +17.2% | +28.9% | -11.7% | +13.2% |
| 6M | +34.2% | +125.7% | -91.5% | +22.4% |
| YTD | +25.5% | +199.3% | -173.8% | +10.3% |
| 1Y | +28.3% | +255.2% | -227.0% | +10.8% |
| 3Y | +88.4% | +106.8% | -18.5% | +58.0% |
| 5Y | +36.1% | -67.1% | +103.2% | +24.9% |
| 10Y | +234.8% | +16.7% | +218.1% | +162.6% |
| All | +234.8% | +28.7% | +206.1% | +162.6% |
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