+130.8%
WMT vs IOVA
-64.1%
+195.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.2% |
| 7D | -0.2% | -2.2% | +2.0% | -0.2% |
| 30D | -5.8% | +31.7% | -37.6% | -6.0% |
| 3M | -10.8% | +117.3% | -128.0% | -11.4% |
| 6M | -14.3% | +55.8% | -70.2% | -14.8% |
| YTD | -4.4% | +208.8% | -213.2% | -5.7% |
| 1Y | +4.3% | +255.7% | -251.4% | +2.6% |
| 3Y | +100.1% | +41.7% | +58.4% | +95.9% |
| 5Y | +130.8% | -64.9% | +195.7% | +128.0% |
| All | +130.8% | -64.1% | +195.0% | +128.0% |
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