+30.8%
WAT vs IOVA
-67.9%
+98.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.7% |
| 7D | -1.1% | -5.2% | +4.1% | -0.8% |
| 30D | +5.0% | -37.8% | +42.7% | +7.4% |
| 3M | +14.5% | +29.5% | -15.0% | +11.0% |
| 6M | +30.9% | +96.6% | -65.7% | +21.9% |
| YTD | +20.5% | +194.5% | -174.0% | +7.6% |
| 1Y | +23.3% | +248.1% | -224.8% | +8.4% |
| 3Y | +81.5% | +86.1% | -4.6% | +57.3% |
| All | +30.8% | -67.9% | +98.7% | +19.4% |
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 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