+49.3%
WM vs IOVA
+78.3%
-29.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.0% | +12.2% | +1.1% |
| 7D | +4.5% | -19.0% | +23.5% | +4.5% |
| 30D | +16.1% | -40.3% | +56.3% | +15.9% |
| 3M | +8.0% | +78.3% | -70.3% | +7.5% |
| 6M | +8.4% | +94.5% | -86.1% | +7.8% |
| YTD | +11.2% | +183.5% | -172.3% | +10.4% |
| 1Y | +22.3% | +327.6% | -305.3% | +21.1% |
| All | +49.3% | +78.3% | -29.1% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling