+468.1%
WAT vs IOVA
-91.6%
+559.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.0% |
| 7D | -1.3% | +9.7% | -11.0% | -1.5% |
| 30D | +2.3% | +102.5% | -100.2% | +0.8% |
| 3M | +8.7% | +100.7% | -91.9% | +7.0% |
| 6M | +28.3% | +106.3% | -78.0% | +25.9% |
| YTD | +7.8% | +222.0% | -214.2% | +4.7% |
| 1Y | +36.6% | +299.5% | -262.9% | +31.9% |
| 3Y | +45.7% | +42.9% | +2.7% | +41.3% |
| 5Y | -3.3% | -65.0% | +61.7% | -5.4% |
| 10Y | +162.1% | +10.3% | +151.8% | +152.6% |
| All | +468.1% | -91.6% | +559.7% | +439.8% |
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