+754.4%
WDC vs IOVA
+103.0%
+651.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | -16.7% | -8.5% | -8.2% | -16.2% |
| 30D | -27.2% | -44.7% | +17.5% | -25.0% |
| 3M | -34.0% | +26.2% | -60.3% | -35.2% |
| 6M | -39.7% | +123.2% | -162.9% | -43.9% |
| YTD | +68.1% | +196.0% | -127.9% | +50.1% |
| 1Y | +66.3% | +240.9% | -174.6% | +45.8% |
| 3Y | +754.4% | +103.5% | +650.9% | +652.1% |
| All | +754.4% | +103.0% | +651.4% | +652.1% |
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