+86.8%
WFC vs IOVA
-67.9%
+154.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | +1.2% | -5.2% | +6.4% | +1.4% |
| 30D | +5.2% | -37.8% | +43.0% | +6.9% |
| 3M | -3.0% | +29.5% | -32.5% | -5.5% |
| 6M | +6.2% | +96.6% | -90.4% | +0.3% |
| YTD | -7.9% | +194.5% | -202.4% | -15.9% |
| 1Y | +0.3% | +248.1% | -247.8% | -9.5% |
| 3Y | +117.7% | +86.1% | +31.6% | +92.7% |
| All | +86.8% | -67.9% | +154.7% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling