+4.1%
IOVA vs WSM
+1,071.8%
-1,067.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.2% |
| 7D | -2.2% | -0.5% | -1.6% | -1.9% |
| 30D | +27.6% | -7.7% | +35.3% | +31.2% |
| 3M | +117.2% | +3.8% | +113.4% | +112.8% |
| 6M | +77.7% | +22.7% | +55.0% | +63.3% |
| YTD | +215.0% | +28.0% | +187.0% | +182.7% |
| 1Y | +255.4% | +12.7% | +242.6% | +232.1% |
| 3Y | +42.6% | +231.3% | -188.7% | -13.6% |
| 5Y | -62.2% | +177.2% | -239.4% | -76.8% |
| All | +4.1% | +1,071.8% | -1,067.6% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling