+28.0%
WBD vs IOVA
-91.6%
+119.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.4% |
| 7D | -1.8% | +9.7% | -11.5% | -2.0% |
| 30D | +8.8% | +102.5% | -93.8% | +6.9% |
| 3M | +4.6% | +100.7% | -96.1% | +2.7% |
| 6M | +1.1% | +106.3% | -105.3% | -1.1% |
| YTD | -2.0% | +222.0% | -224.0% | -5.2% |
| 1Y | +140.0% | +299.5% | -159.5% | +130.4% |
| 3Y | +144.4% | +42.9% | +101.5% | +135.9% |
| 5Y | -0.2% | -65.0% | +64.8% | -2.7% |
| 10Y | +9.1% | +10.3% | -1.2% | +4.8% |
| All | +28.0% | -91.6% | +119.6% | +20.6% |
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