+31.7%
WEC vs IOVA
-63.5%
+95.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +0.8% | +5.1% | -4.3% | +0.8% |
| 30D | +0.3% | +37.2% | -36.9% | 0.0% |
| 3M | -2.9% | +117.5% | -120.4% | -3.9% |
| 6M | -5.9% | +69.6% | -75.5% | -6.7% |
| YTD | +4.1% | +218.7% | -214.5% | +2.5% |
| 1Y | +3.1% | +265.5% | -262.4% | +1.3% |
| 3Y | +40.8% | +46.2% | -5.4% | +38.1% |
| 5Y | +31.7% | -63.2% | +94.9% | +26.0% |
| All | +31.7% | -63.5% | +95.2% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling