-28.6%
WDAY vs IOVA
-64.9%
+36.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -4.4% | +9.7% | -14.1% | -5.0% |
| 30D | +14.7% | +102.5% | -87.8% | +7.7% |
| 3M | +32.4% | +100.7% | -68.3% | +23.6% |
| 6M | +36.9% | +106.3% | -69.5% | +26.1% |
| YTD | -8.8% | +222.0% | -230.8% | -20.2% |
| 1Y | -15.3% | +299.5% | -314.8% | -28.3% |
| 3Y | -21.2% | +42.9% | -64.1% | -34.5% |
| All | -28.6% | -64.9% | +36.3% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling