+139.3%
WFC vs IOVA
+49.0%
+90.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.8% |
| 7D | +3.8% | +9.7% | -6.0% | +3.4% |
| 30D | +1.5% | +102.5% | -101.1% | -2.4% |
| 3M | +10.9% | +100.7% | -89.8% | +6.4% |
| 6M | +8.4% | +106.3% | -97.9% | +3.3% |
| YTD | -1.9% | +222.0% | -223.9% | -9.3% |
| 1Y | +12.3% | +299.5% | -287.2% | +1.9% |
| All | +139.3% | +49.0% | +90.4% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling