+455.3%
WELL vs IOVA
+28.7%
+426.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.7% | +0.9% |
| 7D | +3.5% | +1.9% | +1.6% | +3.4% |
| 30D | +9.7% | -44.1% | +53.8% | +12.0% |
| 3M | +4.8% | +28.9% | -24.1% | +2.2% |
| 6M | +16.1% | +125.7% | -109.6% | +9.2% |
| YTD | +34.7% | +199.3% | -164.6% | +23.7% |
| 1Y | +31.9% | +255.2% | -223.3% | +19.8% |
| 3Y | +209.9% | +106.8% | +103.0% | +171.5% |
| 5Y | +226.5% | -67.1% | +293.6% | +208.1% |
| 10Y | +455.3% | +16.7% | +438.6% | +408.5% |
| All | +455.3% | +28.7% | +426.6% | +408.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling