-1.6%
WBD vs IOVA
+173.6%
-175.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.3% | +9.2% | -0.4% |
| 7D | +5.2% | -15.7% | +21.0% | +6.4% |
| 30D | +9.5% | -20.0% | +29.4% | +11.0% |
| 3M | -3.4% | -4.8% | +1.4% | -3.2% |
| 6M | -22.0% | -19.2% | -2.7% | -21.7% |
| YTD | -7.2% | -54.6% | +47.3% | -3.8% |
| 1Y | +28.0% | -42.8% | +70.8% | +30.5% |
| 3Y | -13.9% | +124.6% | -138.5% | -19.6% |
| All | -1.6% | +173.6% | -175.2% | -8.2% |
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