+302.1%
WDAY vs IOVA
-70.7%
+372.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.4% |
| 7D | -4.4% | +9.7% | -14.1% | -4.7% |
| 30D | +14.7% | +102.5% | -87.8% | +11.2% |
| 3M | +32.4% | +100.7% | -68.3% | +28.0% |
| 6M | +36.9% | +106.3% | -69.5% | +31.6% |
| YTD | -8.8% | +222.0% | -230.8% | -14.2% |
| 1Y | -15.3% | +299.5% | -314.8% | -21.3% |
| 3Y | -21.2% | +42.9% | -64.1% | -26.4% |
| 5Y | -29.5% | -65.0% | +35.5% | -32.3% |
| 10Y | +120.0% | +10.3% | +109.7% | +103.2% |
| All | +302.1% | -70.7% | +372.8% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling