-60.4%
IOVA vs WST
+1.0%
-61.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -3.5% | +4.2% | -7.7% | -4.5% |
| 30D | -45.4% | +11.2% | -56.6% | -47.1% |
| 3M | +19.0% | +20.4% | -1.4% | +13.0% |
| 6M | +112.0% | +37.9% | +74.1% | +93.6% |
| YTD | +184.2% | +51.8% | +132.5% | +150.1% |
| 1Y | +222.0% | +56.6% | +165.4% | +180.7% |
| 3Y | +92.6% | +24.2% | +68.3% | +64.4% |
| All | -60.4% | +1.0% | -61.3% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling