+378.0%
IOVA vs WSM
+44.0%
+334.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -7.9% | -1.2% |
| 7D | -41.3% | +8.0% | -49.2% | -41.0% |
| 30D | -38.5% | +13.5% | -52.0% | -38.6% |
| 3M | +99.5% | +8.8% | +90.7% | +100.3% |
| 6M | +126.0% | +54.7% | +71.3% | +114.7% |
| YTD | +218.7% | +53.3% | +165.4% | +245.5% |
| 1Y | +378.0% | +41.1% | +336.9% | +382.0% |
| All | +378.0% | +44.0% | +334.0% | +382.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling