+660.4%
WDC vs IOVA
+12.2%
+648.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -16.7% | -8.5% | -8.2% | -15.7% |
| 30D | -27.2% | -44.7% | +17.5% | -22.9% |
| 3M | -34.0% | +26.2% | -60.3% | -36.8% |
| 6M | -39.7% | +123.2% | -162.9% | -47.7% |
| YTD | +68.1% | +196.0% | -127.9% | +37.6% |
| 1Y | +66.3% | +240.9% | -174.6% | +32.8% |
| 3Y | +754.4% | +103.5% | +650.9% | +541.8% |
| 5Y | +595.8% | -65.5% | +661.2% | +513.7% |
| 10Y | +660.4% | +7.0% | +653.4% | +452.9% |
| All | +660.4% | +12.2% | +648.2% | +452.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling