+92.6%
IOVA vs WSM
+260.3%
-167.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.1% |
| 7D | -3.5% | 0.0% | -3.5% | -3.4% |
| 30D | -45.4% | +5.1% | -50.5% | -47.0% |
| 3M | +19.0% | +5.1% | +13.9% | +15.0% |
| 6M | +112.0% | +48.6% | +63.4% | +73.9% |
| YTD | +184.2% | +44.2% | +140.1% | +134.3% |
| 1Y | +222.0% | +38.1% | +183.9% | +170.1% |
| 3Y | +92.6% | +257.2% | -164.7% | -23.4% |
| All | +92.6% | +260.3% | -167.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling