+8.4%
WM vs IOVA
+102.6%
-94.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.0% | +12.2% | +0.9% |
| 7D | +4.5% | -19.0% | +23.5% | +4.1% |
| 30D | +16.1% | -40.3% | +56.3% | +15.0% |
| 3M | +8.0% | +78.3% | -70.3% | +7.0% |
| 6M | +8.4% | +94.5% | -86.1% | +7.9% |
| All | +8.4% | +102.6% | -94.2% | +7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling