+1,125.8%
WWD vs IOVA
-91.6%
+1,217.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +1.0% |
| 7D | +1.3% | +9.7% | -8.4% | +1.1% |
| 30D | -7.2% | +102.5% | -109.7% | -8.8% |
| 3M | -3.8% | +100.7% | -104.5% | -5.6% |
| 6M | -9.9% | +106.3% | -116.2% | -11.8% |
| YTD | +14.8% | +222.0% | -207.2% | +11.1% |
| 1Y | +42.1% | +299.5% | -257.5% | +36.5% |
| 3Y | +170.8% | +42.9% | +127.9% | +161.0% |
| 5Y | +197.5% | -65.0% | +262.5% | +190.5% |
| 10Y | +477.8% | +10.3% | +467.5% | +450.6% |
| All | +1,125.8% | -91.6% | +1,217.4% | +1,000.4% |
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