+6.4%
IOVA vs WST
+452.9%
-446.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.0% | +1.1% | -8.1% | -7.2% |
| 30D | -44.4% | +12.4% | -56.8% | -47.0% |
| 3M | +24.7% | +17.6% | +7.1% | +17.1% |
| 6M | +118.6% | +28.3% | +90.4% | +98.1% |
| YTD | +196.3% | +50.5% | +145.8% | +149.8% |
| 1Y | +205.3% | +49.4% | +155.9% | +158.0% |
| 3Y | +103.8% | +21.9% | +81.9% | +67.1% |
| 5Y | -65.6% | +0.4% | -65.9% | -70.1% |
| 10Y | +6.4% | +451.5% | -445.1% | -69.6% |
| All | +6.4% | +452.9% | -446.4% | -69.6% |
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