-3.2%
WAT vs IOVA
-64.9%
+61.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -1.3% | +9.7% | -11.0% | -1.9% |
| 30D | +2.3% | +102.5% | -100.2% | -2.9% |
| 3M | +8.7% | +100.7% | -91.9% | +2.7% |
| 6M | +28.3% | +106.3% | -78.0% | +20.1% |
| YTD | +7.8% | +222.0% | -214.2% | -3.1% |
| 1Y | +36.6% | +299.5% | -262.9% | +19.9% |
| 3Y | +45.7% | +42.9% | +2.7% | +29.4% |
| All | -3.2% | -64.9% | +61.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling