-92.9%
IOVA vs WSM
+2,071.7%
-2,164.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | -3.5% | 0.0% | -3.5% | -3.4% |
| 30D | -45.4% | +5.1% | -50.5% | -46.7% |
| 3M | +19.0% | +5.1% | +13.9% | +15.8% |
| 6M | +112.0% | +48.6% | +63.4% | +82.7% |
| YTD | +184.2% | +44.2% | +140.1% | +146.2% |
| 1Y | +222.0% | +38.1% | +183.9% | +182.5% |
| 3Y | +92.6% | +257.2% | -164.7% | +21.7% |
| 5Y | -63.2% | +165.1% | -228.3% | -75.6% |
| 10Y | +2.1% | +1,123.6% | -1,121.5% | -61.4% |
| All | -92.9% | +2,071.7% | -2,164.6% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling