+776.5%
HWM vs IOT
+61.4%
+715.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | -11.0% | +3.8% | -14.8% | -11.5% |
| 3M | +4.0% | +14.2% | -10.1% | +1.7% |
| 6M | -0.2% | +40.1% | -40.3% | -6.1% |
| YTD | +26.7% | +13.4% | +13.3% | +22.3% |
| 1Y | +44.7% | +12.2% | +32.6% | +38.9% |
| 3Y | +426.1% | +30.0% | +396.1% | +385.6% |
| All | +776.5% | +61.4% | +715.1% | +606.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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