+495.3%
WWD vs IOVA
+4.5%
+490.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | -5.1% | +31.7% | -36.8% | -7.2% |
| 3M | -11.2% | +117.3% | -128.5% | -17.3% |
| 6M | -12.0% | +55.8% | -67.9% | -16.5% |
| YTD | +12.0% | +208.8% | -196.8% | +0.2% |
| 1Y | +42.8% | +255.7% | -212.9% | +25.2% |
| 3Y | +168.9% | +41.7% | +127.3% | +133.9% |
| 5Y | +192.2% | -64.9% | +257.1% | +171.3% |
| 10Y | +495.3% | +6.3% | +489.0% | +384.3% |
| All | +495.3% | +4.5% | +490.8% | +384.3% |
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