+12.2%
IOT vs BBWI
-34.3%
+46.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.6% |
| 7D | -2.3% | +1.5% | -3.8% | -2.4% |
| 30D | +3.8% | -5.2% | +9.0% | +3.7% |
| 3M | +14.2% | +11.1% | +3.1% | +14.7% |
| 6M | +40.1% | -13.4% | +53.5% | +40.5% |
| YTD | +13.4% | +0.1% | +13.3% | +13.9% |
| 1Y | +12.2% | -36.1% | +48.3% | -11.6% |
| All | +12.2% | -34.3% | +46.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling