+130.1%
WDAY vs IOVA
+12.2%
+117.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -4.6% | -8.5% | +3.9% | -3.8% |
| 30D | +1.2% | -44.7% | +46.0% | +6.5% |
| 3M | +2.6% | +26.2% | -23.7% | -2.1% |
| 6M | +47.8% | +123.2% | -75.4% | +29.6% |
| YTD | -12.1% | +196.0% | -208.0% | -27.1% |
| 1Y | -17.1% | +240.9% | -258.1% | -32.9% |
| 3Y | -17.9% | +103.5% | -121.4% | -38.9% |
| 5Y | -35.1% | -65.5% | +30.4% | -42.8% |
| 10Y | +130.1% | +7.0% | +123.1% | +64.0% |
| All | +130.1% | +12.2% | +117.9% | +64.0% |
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