-22.5%
WY vs IOVA
+41.0%
-63.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -1.7% | -2.2% | +0.5% | -1.6% |
| 30D | -9.9% | +31.7% | -41.6% | -11.2% |
| 3M | -7.5% | +117.3% | -124.8% | -12.1% |
| 6M | -5.1% | +55.8% | -61.0% | -8.4% |
| YTD | -2.1% | +208.8% | -210.9% | -10.3% |
| 1Y | -7.3% | +255.7% | -263.0% | -16.6% |
| All | -22.5% | +41.0% | -63.5% | -34.3% |
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