+579.3%
WEC vs IOVA
-92.3%
+671.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -0.5% | -7.0% | +6.5% | -0.5% |
| 30D | +12.0% | -44.4% | +56.4% | +12.2% |
| 3M | +11.1% | +24.7% | -13.6% | +10.8% |
| 6M | +6.0% | +118.6% | -112.7% | +5.2% |
| YTD | +14.3% | +196.3% | -182.1% | +13.2% |
| 1Y | +8.0% | +205.3% | -197.3% | +6.9% |
| 3Y | +62.8% | +103.8% | -40.9% | +60.7% |
| 5Y | +55.3% | -65.6% | +120.9% | +54.0% |
| 10Y | +193.2% | +6.4% | +186.7% | +189.3% |
| All | +579.3% | -92.3% | +671.6% | +559.6% |
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