+276.3%
WPM vs IOVA
+50.0%
+226.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +7.0% | +5.1% | +2.0% | +6.7% |
| 30D | +15.7% | +37.2% | -21.5% | +13.8% |
| 3M | +35.2% | +117.5% | -82.3% | +29.5% |
| 6M | +6.1% | +69.6% | -63.5% | +2.2% |
| YTD | +32.6% | +218.7% | -186.1% | +24.5% |
| 1Y | +46.9% | +265.5% | -218.6% | +37.0% |
| 3Y | +276.3% | +46.2% | +230.1% | +245.5% |
| All | +276.3% | +50.0% | +226.3% | +245.5% |
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 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