-11.7%
WDAY vs IOVA
+85.3%
-96.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.5% | -3.8% |
| 7D | -2.5% | -5.2% | +2.7% | -2.3% |
| 30D | +4.7% | -37.8% | +42.5% | +6.2% |
| 3M | +13.3% | +29.5% | -16.2% | +11.9% |
| 6M | +57.3% | +96.6% | -39.3% | +51.6% |
| YTD | -10.2% | +194.5% | -204.7% | -16.0% |
| 1Y | -14.1% | +248.1% | -262.1% | -20.6% |
| 3Y | -11.7% | +86.1% | -97.8% | -19.9% |
| All | -11.7% | +85.3% | -96.9% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling