+255.4%
IOVA vs WSM
+12.7%
+242.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.5% | +5.5% |
| 7D | -2.2% | -0.5% | -1.6% | -2.1% |
| 30D | +27.6% | -7.7% | +35.3% | +29.1% |
| 3M | +117.2% | +3.8% | +113.4% | +114.1% |
| 6M | +77.7% | +22.7% | +55.0% | +69.6% |
| YTD | +215.0% | +28.0% | +187.0% | +215.3% |
| 1Y | +255.4% | +12.7% | +242.6% | +240.2% |
| All | +255.4% | +12.7% | +242.7% | +240.2% |
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