+324.8%
WM vs IOVA
+7.2%
+317.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -7.0% | +7.8% | +0.9% |
| 30D | +13.8% | -44.4% | +58.2% | +14.6% |
| 3M | +6.4% | +24.7% | -18.3% | +5.4% |
| 6M | +13.2% | +118.6% | -105.4% | +10.7% |
| YTD | +10.8% | +196.3% | -185.6% | +7.3% |
| 1Y | +20.2% | +205.3% | -185.1% | +16.2% |
| 3Y | +46.5% | +103.8% | -57.3% | +38.9% |
| 5Y | +61.3% | -65.6% | +126.8% | +57.9% |
| 10Y | +324.8% | +6.4% | +318.3% | +300.8% |
| All | +324.8% | +7.2% | +317.6% | +300.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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