+112.4%
WFC vs IOVA
+0.8%
+111.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +2.5% | -3.5% | +6.0% | +2.7% |
| 30D | +7.0% | -45.4% | +52.4% | +10.2% |
| 3M | -1.8% | +19.0% | -20.8% | -4.4% |
| 6M | +18.4% | +112.0% | -93.6% | +9.7% |
| YTD | -5.6% | +184.2% | -189.8% | -15.4% |
| 1Y | +3.9% | +222.0% | -218.1% | -8.0% |
| 3Y | +126.3% | +92.6% | +33.8% | +93.7% |
| 5Y | +91.1% | -63.2% | +154.3% | +75.4% |
| All | +112.4% | +0.8% | +111.6% | +78.2% |
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