+109.9%
WDAY vs IOVA
+6.6%
+103.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.7% |
| 7D | -6.1% | +5.1% | -11.2% | -6.6% |
| 30D | +3.7% | +37.2% | -33.5% | -0.1% |
| 3M | +29.6% | +117.5% | -87.9% | +16.7% |
| 6M | +23.3% | +69.6% | -46.3% | +12.7% |
| YTD | -13.3% | +218.7% | -232.0% | -27.4% |
| 1Y | -19.6% | +265.5% | -285.2% | -34.8% |
| 3Y | -25.7% | +46.2% | -71.9% | -41.2% |
| 5Y | -31.6% | -63.2% | +31.7% | -39.2% |
| 10Y | +109.9% | +6.1% | +103.8% | +54.5% |
| All | +109.9% | +6.6% | +103.3% | +54.5% |
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