+6.1%
IOVA vs WST
+321.8%
-315.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | +5.1% | -0.3% | +5.3% | +5.2% |
| 30D | +37.2% | -4.6% | +41.8% | +39.7% |
| 3M | +117.5% | +5.7% | +111.8% | +112.7% |
| 6M | +69.6% | +37.6% | +32.0% | +49.0% |
| YTD | +218.7% | +23.0% | +195.6% | +190.2% |
| 1Y | +265.5% | +33.8% | +231.7% | +220.3% |
| 3Y | +46.2% | -13.4% | +59.6% | +38.5% |
| 5Y | -63.2% | -27.0% | -36.3% | -63.4% |
| 10Y | +6.1% | +324.5% | -318.4% | -63.3% |
| All | +6.1% | +321.8% | -315.7% | -63.3% |
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