+2.1%
WEC vs IOVA
+254.2%
-252.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.4% |
| 30D | +0.9% | +31.7% | -30.8% | +0.8% |
| 3M | -5.3% | +117.3% | -122.6% | -5.8% |
| 6M | -6.6% | +55.8% | -62.4% | -7.2% |
| YTD | +3.3% | +208.8% | -205.5% | +2.7% |
| 1Y | +2.1% | +255.7% | -253.6% | +2.4% |
| All | +2.1% | +254.2% | -252.1% | +2.4% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling