+138.3%
WY vs IOVA
-92.6%
+230.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.7% |
| 7D | -0.8% | -3.5% | +2.7% | -0.7% |
| 30D | +10.1% | -45.4% | +55.5% | +11.3% |
| 3M | -15.4% | +19.0% | -34.4% | -16.2% |
| 6M | -8.3% | +112.0% | -120.3% | -10.9% |
| YTD | -9.8% | +184.2% | -194.1% | -13.4% |
| 1Y | -3.9% | +222.0% | -225.9% | -8.0% |
| 3Y | -23.3% | +92.6% | -115.9% | -27.1% |
| 5Y | -31.2% | -63.2% | +32.0% | -33.4% |
| 10Y | +5.5% | +2.1% | +3.4% | +0.3% |
| All | +138.3% | -92.6% | +230.9% | +117.4% |
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