+151.3%
WWD vs IOVA
+103.0%
+48.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +0.4% | -8.5% | +8.9% | +0.8% |
| 30D | -0.4% | -44.7% | +44.3% | +1.5% |
| 3M | -6.1% | +26.2% | -32.3% | -8.1% |
| 6M | -9.5% | +123.2% | -132.7% | -14.6% |
| YTD | +10.8% | +196.0% | -185.2% | +2.6% |
| 1Y | +23.5% | +240.9% | -217.4% | +13.3% |
| 3Y | +151.3% | +103.5% | +47.7% | +127.3% |
| All | +151.3% | +103.0% | +48.2% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling