+821.0%
WELL vs IOVA
-91.6%
+912.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.1% |
| 7D | -0.8% | +9.7% | -10.5% | -0.9% |
| 30D | -0.1% | +102.5% | -102.6% | -0.9% |
| 3M | +18.0% | +100.7% | -82.7% | +17.0% |
| 6M | +15.0% | +106.3% | -91.3% | +13.9% |
| YTD | +28.6% | +222.0% | -193.4% | +26.7% |
| 1Y | +42.9% | +299.5% | -256.6% | +40.3% |
| 3Y | +203.0% | +42.9% | +160.1% | +197.8% |
| 5Y | +206.9% | -65.0% | +271.9% | +203.1% |
| 10Y | +339.5% | +10.3% | +329.2% | +333.3% |
| All | +821.0% | -91.6% | +912.6% | +838.4% |
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