-19.4%
WDAY vs IOVA
+254.2%
-273.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.2% |
| 7D | -7.4% | -2.2% | -5.2% | -7.4% |
| 30D | +1.0% | +31.7% | -30.7% | +1.6% |
| 3M | +32.7% | +117.3% | -84.6% | +34.1% |
| 6M | +25.6% | +55.8% | -30.2% | +29.0% |
| YTD | -13.4% | +208.8% | -222.2% | -13.7% |
| 1Y | -19.4% | +255.7% | -275.1% | -17.9% |
| All | -19.4% | +254.2% | -273.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling