+1,527.0%
WDC vs IOVA
-92.3%
+1,619.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | -7.0% | +3.8% | -3.0% |
| 30D | -19.0% | -44.4% | +25.4% | -17.8% |
| 3M | -28.4% | +24.7% | -53.1% | -29.1% |
| 6M | -39.2% | +118.6% | -157.9% | -41.2% |
| YTD | +82.1% | +196.3% | -114.3% | +73.9% |
| 1Y | +84.7% | +205.3% | -120.6% | +76.1% |
| 3Y | +825.6% | +103.8% | +721.9% | +774.8% |
| 5Y | +608.2% | -65.6% | +673.7% | +586.3% |
| 10Y | +695.1% | +6.4% | +688.7% | +656.1% |
| All | +1,527.0% | -92.3% | +1,619.3% | +1,418.7% |
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