-92.0%
IOVA vs WST
+1,982.6%
-2,074.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | +9.7% | +0.7% | +9.0% | +9.4% |
| 30D | +102.5% | -3.1% | +105.7% | +105.4% |
| 3M | +100.7% | +7.2% | +93.5% | +94.2% |
| 6M | +106.3% | +36.8% | +69.5% | +77.6% |
| YTD | +222.0% | +23.8% | +198.1% | +187.5% |
| 1Y | +299.5% | +37.8% | +261.8% | +237.8% |
| 3Y | +42.9% | -15.9% | +58.8% | +35.4% |
| 5Y | -65.0% | -25.8% | -39.2% | -66.3% |
| 10Y | +10.3% | +319.6% | -309.3% | -66.7% |
| All | -92.0% | +1,982.6% | -2,074.6% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling