+4.4%
WY vs IOVA
+3.8%
+0.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.8% | -2.4% |
| 7D | -3.7% | -6.4% | +2.8% | -3.1% |
| 30D | -11.3% | +25.4% | -36.7% | -13.2% |
| 3M | -8.1% | +115.3% | -123.5% | -15.4% |
| 6M | -7.4% | +56.5% | -64.0% | -13.0% |
| YTD | -4.7% | +198.2% | -202.9% | -16.7% |
| 1Y | -9.2% | +242.0% | -251.2% | -22.4% |
| 3Y | -24.7% | +36.8% | -61.5% | -36.2% |
| 5Y | -21.6% | -64.3% | +42.7% | -28.6% |
| All | +4.4% | +3.8% | +0.6% | -15.1% |
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