+259.9%
WMB vs IOVA
+28.7%
+231.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -6.7% | +1.9% | -8.5% | -6.7% |
| 30D | -8.6% | -44.1% | +35.6% | -6.6% |
| 3M | -4.9% | +28.9% | -33.8% | -7.1% |
| 6M | -6.3% | +125.7% | -132.0% | -11.7% |
| YTD | +13.0% | +199.3% | -186.3% | +4.0% |
| 1Y | +14.9% | +255.2% | -240.3% | +4.6% |
| 3Y | +113.4% | +106.8% | +6.5% | +87.4% |
| 5Y | +190.2% | -67.1% | +257.2% | +176.2% |
| 10Y | +259.9% | +16.7% | +243.1% | +204.5% |
| All | +259.9% | +28.7% | +231.2% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling