+9.2%
WBD vs IOVA
+83.8%
-74.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | +457.1% | -417.6% | -1.0% |
| 7D | +39.5% | +457.1% | -417.6% | -1.0% |
| 30D | +39.5% | +457.1% | -417.6% | -1.0% |
| 3M | +39.5% | +457.1% | -417.6% | -1.0% |
| 6M | +39.5% | +457.1% | -417.6% | -1.0% |
| YTD | +39.5% | +457.1% | -417.6% | -1.0% |
| 1Y | +63.0% | +504.7% | -441.7% | +14.0% |
| 3Y | +206.7% | +238.5% | -31.8% | +108.6% |
| 5Y | +18.4% | -45.8% | +64.2% | -11.7% |
| All | +9.2% | +83.8% | -74.6% | -25.1% |
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