+60.4%
WM vs IOVA
-67.3%
+127.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.5% | +1.9% | -2.3% | -0.5% |
| 30D | +13.3% | -44.1% | +57.4% | +13.4% |
| 3M | +4.4% | +28.9% | -24.5% | +4.0% |
| 6M | +10.8% | +125.7% | -114.9% | +10.1% |
| YTD | +9.1% | +199.3% | -190.2% | +8.1% |
| 1Y | +19.1% | +255.2% | -236.1% | +18.0% |
| 3Y | +45.7% | +106.8% | -61.2% | +43.5% |
| 5Y | +60.4% | -67.1% | +127.5% | +54.8% |
| All | +60.4% | -67.3% | +127.7% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling