+142.4%
WFC vs IOVA
+4.5%
+137.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.1% | +5.0% | +2.1% |
| 7D | +0.4% | -2.2% | +2.7% | +0.6% |
| 30D | +2.5% | +31.7% | -29.3% | +0.4% |
| 3M | +10.0% | +117.3% | -107.3% | +3.1% |
| 6M | +15.1% | +55.8% | -40.8% | +9.8% |
| YTD | -2.2% | +208.8% | -211.0% | -11.9% |
| 1Y | +13.5% | +255.7% | -242.2% | +0.4% |
| 3Y | +135.2% | +41.7% | +93.5% | +107.4% |
| 5Y | +128.3% | -64.9% | +193.2% | +112.7% |
| 10Y | +142.4% | +6.3% | +136.1% | +93.6% |
| All | +142.4% | +4.5% | +137.9% | +93.6% |
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 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