+512.6%
WEC vs IOVA
-91.6%
+604.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -0.3% | +9.7% | -10.0% | -0.3% |
| 30D | -1.3% | +102.5% | -103.8% | -1.8% |
| 3M | -3.9% | +100.7% | -104.6% | -4.4% |
| 6M | -8.3% | +106.3% | -114.7% | -8.8% |
| YTD | +3.1% | +222.0% | -218.9% | +2.1% |
| 1Y | +1.9% | +299.5% | -297.6% | +0.8% |
| 3Y | +41.9% | +42.9% | -1.0% | +40.5% |
| 5Y | +30.8% | -65.0% | +95.8% | +29.8% |
| 10Y | +141.9% | +10.3% | +131.6% | +139.0% |
| All | +512.6% | -91.6% | +604.3% | +495.4% |
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 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