+59.7%
WM vs IOVA
-67.9%
+127.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.1% |
| 7D | +1.2% | -5.2% | +6.4% | +1.2% |
| 30D | +13.1% | -37.8% | +50.8% | +13.1% |
| 3M | +3.6% | +29.5% | -25.8% | +3.3% |
| 6M | +8.1% | +96.6% | -88.5% | +7.5% |
| YTD | +8.9% | +194.5% | -185.6% | +8.0% |
| 1Y | +20.3% | +248.1% | -227.7% | +19.2% |
| 3Y | +46.2% | +86.1% | -39.9% | +44.1% |
| All | +59.7% | -67.9% | +127.6% | +54.1% |
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