+466.3%
WWD vs IOVA
+7.2%
+459.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.7% | -7.0% | +10.7% | +4.3% |
| 30D | +1.8% | -44.4% | +46.2% | +5.1% |
| 3M | -5.0% | +24.7% | -29.6% | -8.0% |
| 6M | -8.4% | +118.6% | -127.0% | -16.0% |
| YTD | +12.3% | +196.3% | -184.1% | -0.5% |
| 1Y | +26.2% | +205.3% | -179.0% | +11.4% |
| 3Y | +154.6% | +103.8% | +50.8% | +113.1% |
| 5Y | +195.3% | -65.6% | +260.8% | +171.6% |
| 10Y | +466.3% | +6.4% | +459.8% | +357.7% |
| All | +466.3% | +7.2% | +459.1% | +357.7% |
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