-63.8%
IOVA vs WSM
+182.9%
-246.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +5.1% | +2.6% | +2.5% | +4.0% |
| 30D | +37.2% | -9.5% | +46.7% | +42.3% |
| 3M | +117.5% | +12.9% | +104.6% | +105.4% |
| 6M | +69.6% | +23.0% | +46.5% | +55.0% |
| YTD | +218.7% | +28.9% | +189.8% | +183.4% |
| 1Y | +265.5% | +13.7% | +251.9% | +239.2% |
| 3Y | +46.2% | +232.6% | -186.4% | -12.1% |
| All | -63.8% | +182.9% | -246.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling