+134.3%
WY vs IOVA
-92.7%
+227.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.7% | +4.8% | -0.8% |
| 7D | -5.4% | -1.4% | -4.0% | -5.4% |
| 30D | +7.9% | -47.4% | +55.2% | +9.1% |
| 3M | -16.6% | +13.2% | -29.8% | -17.3% |
| 6M | -11.2% | +114.3% | -125.5% | -13.7% |
| YTD | -11.3% | +179.5% | -190.8% | -14.8% |
| 1Y | -5.5% | +200.4% | -205.9% | -9.4% |
| 3Y | -25.4% | +92.2% | -117.6% | -29.1% |
| 5Y | -32.4% | -63.8% | +31.4% | -34.5% |
| 10Y | +3.8% | +0.4% | +3.4% | -1.3% |
| All | +134.3% | -92.7% | +227.1% | +113.9% |
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