+30.7%
IOVA vs WST
+441.1%
-410.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.2% |
| 7D | -5.2% | -3.1% | -2.1% | -4.0% |
| 30D | -37.8% | +9.1% | -46.9% | -40.0% |
| 3M | +29.5% | +14.7% | +14.8% | +22.7% |
| 6M | +96.6% | +28.0% | +68.6% | +77.9% |
| YTD | +194.5% | +45.6% | +148.9% | +151.2% |
| 1Y | +248.1% | +45.7% | +202.4% | +196.9% |
| 3Y | +86.1% | +21.1% | +65.0% | +52.3% |
| 5Y | -67.8% | +0.3% | -68.2% | -72.2% |
| All | +30.7% | +441.1% | -410.4% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling