+778.3%
WM vs IOVA
-91.6%
+869.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.3% | -1.2% |
| 7D | -0.3% | +9.7% | -10.0% | -0.4% |
| 30D | -2.4% | +102.5% | -104.9% | -2.8% |
| 3M | +0.4% | +100.7% | -100.3% | 0.0% |
| 6M | -9.5% | +106.3% | -115.8% | -10.0% |
| YTD | +0.5% | +222.0% | -221.5% | -0.3% |
| 1Y | -1.1% | +299.5% | -300.6% | -2.1% |
| 3Y | +46.0% | +42.9% | +3.1% | +44.6% |
| 5Y | +51.8% | -65.0% | +116.8% | +50.8% |
| 10Y | +307.5% | +10.3% | +297.2% | +302.3% |
| All | +778.3% | -91.6% | +869.9% | +748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling