+544.2%
WMT vs IOVA
+0.8%
+543.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.5% |
| 7D | +2.0% | -3.5% | +5.5% | +2.1% |
| 30D | +10.3% | -45.4% | +55.7% | +11.2% |
| 3M | +11.0% | +19.0% | -8.1% | +9.8% |
| 6M | -2.3% | +112.0% | -114.4% | -5.0% |
| YTD | +15.7% | +184.2% | -168.5% | +11.2% |
| 1Y | +26.0% | +222.0% | -196.0% | +20.5% |
| 3Y | +136.5% | +92.6% | +43.9% | +122.0% |
| 5Y | +176.8% | -63.2% | +240.0% | +168.2% |
| All | +544.2% | +0.8% | +543.5% | +513.1% |
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