+731.2%
WMT vs IOVA
-91.6%
+822.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | +3.9% | +9.7% | -5.8% | +3.9% |
| 30D | -4.4% | +102.5% | -106.9% | -4.9% |
| 3M | -8.8% | +100.7% | -109.5% | -9.3% |
| 6M | -15.6% | +106.3% | -122.0% | -16.2% |
| YTD | -3.2% | +222.0% | -225.2% | -4.1% |
| 1Y | +7.0% | +299.5% | -292.5% | +5.8% |
| 3Y | +105.3% | +42.9% | +62.4% | +102.9% |
| 5Y | +129.3% | -65.0% | +194.2% | +127.5% |
| 10Y | +423.9% | +10.3% | +413.6% | +416.5% |
| All | +731.2% | -91.6% | +822.8% | +705.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling