+494.0%
WPM vs IOVA
-92.3%
+586.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +3.1% | -7.0% | +10.1% | +3.2% |
| 30D | -1.8% | -44.4% | +42.6% | -1.1% |
| 3M | +1.0% | +24.7% | -23.6% | +0.5% |
| 6M | -5.4% | +118.6% | -124.1% | -6.8% |
| YTD | +15.9% | +196.3% | -180.5% | +13.6% |
| 1Y | +30.8% | +205.3% | -174.5% | +28.2% |
| 3Y | +222.6% | +103.8% | +118.9% | +214.4% |
| 5Y | +227.4% | -65.6% | +292.9% | +222.2% |
| 10Y | +757.8% | +6.4% | +751.4% | +733.9% |
| All | +494.0% | -92.3% | +586.3% | +461.9% |
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 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