+191.2%
WWD vs IOVA
-63.3%
+254.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +4.0% | -3.5% | +7.4% | +4.1% |
| 30D | +0.4% | -45.4% | +45.8% | +2.8% |
| 3M | -7.9% | +19.0% | -26.9% | -9.9% |
| 6M | -10.6% | +112.0% | -122.7% | -16.2% |
| YTD | +9.4% | +184.2% | -174.9% | +0.1% |
| 1Y | +25.7% | +222.0% | -196.2% | +13.9% |
| 3Y | +148.5% | +92.6% | +56.0% | +118.0% |
| All | +191.2% | -63.3% | +254.5% | +169.7% |
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 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