+121.3%
WMB vs IOVA
+99.0%
+22.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | +7.8% | -3.5% | +11.3% | +7.9% |
| 30D | -5.1% | -45.4% | +40.3% | -4.6% |
| 3M | -4.7% | +19.0% | -23.7% | -5.4% |
| 6M | -7.4% | +112.0% | -119.4% | -9.3% |
| YTD | +17.5% | +184.2% | -166.8% | +13.9% |
| 1Y | +19.5% | +222.0% | -202.5% | +15.4% |
| 3Y | +121.3% | +92.6% | +28.7% | +102.1% |
| All | +121.3% | +99.0% | +22.3% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling