+86.1%
IOVA vs WST
+19.1%
+67.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.5% |
| 7D | -5.2% | -3.1% | -2.1% | -4.5% |
| 30D | -37.8% | +9.1% | -46.9% | -39.0% |
| 3M | +29.5% | +14.7% | +14.8% | +25.7% |
| 6M | +96.6% | +28.0% | +68.6% | +86.1% |
| YTD | +194.5% | +45.6% | +148.9% | +169.1% |
| 1Y | +248.1% | +45.7% | +202.4% | +218.1% |
| 3Y | +86.1% | +21.1% | +65.0% | +34.8% |
| All | +86.1% | +19.1% | +67.0% | +34.8% |
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