-60.4%
IOVA vs WSM
+163.9%
-224.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -46.9% |
| 3M | +19.0% | +5.1% | +13.9% | +15.2% |
| 6M | +112.0% | +48.6% | +63.4% | +77.0% |
| YTD | +184.2% | +44.2% | +140.1% | +138.5% |
| 1Y | +222.0% | +38.1% | +183.9% | +174.5% |
| 3Y | +92.6% | +257.2% | -164.7% | +9.7% |
| All | -60.4% | +163.9% | -224.3% | -75.0% |
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 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