-25.7%
WDAY vs IOVA
+50.0%
-75.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.8% |
| 7D | -6.1% | +5.1% | -11.2% | -6.3% |
| 30D | +3.7% | +37.2% | -33.5% | +2.4% |
| 3M | +29.6% | +117.5% | -87.9% | +24.9% |
| 6M | +23.3% | +69.6% | -46.3% | +19.9% |
| YTD | -13.3% | +218.7% | -232.0% | -19.1% |
| 1Y | -19.6% | +265.5% | -285.2% | -26.0% |
| 3Y | -25.7% | +46.2% | -71.9% | -35.6% |
| All | -25.7% | +50.0% | -75.7% | -35.6% |
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 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