+89.3%
IOVA vs WST
+22.8%
+66.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.6% |
| 7D | -1.4% | +4.9% | -6.3% | -2.3% |
| 30D | -47.4% | +10.7% | -58.1% | -48.6% |
| 3M | +13.2% | +16.8% | -3.6% | +9.4% |
| 6M | +114.3% | +32.0% | +82.4% | +101.8% |
| YTD | +179.5% | +49.9% | +129.6% | +153.7% |
| 1Y | +200.4% | +50.6% | +149.8% | +172.4% |
| All | +89.3% | +22.8% | +66.5% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling