+24.4%
IOT vs BBWI
-45.3%
+69.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.5% |
| 7D | -4.5% | -4.8% | +0.3% | -3.6% |
| 30D | -2.4% | +3.5% | -5.9% | -3.3% |
| 3M | +19.0% | -0.3% | +19.3% | +18.5% |
| 6M | +19.6% | -5.4% | +25.0% | +19.1% |
| YTD | +8.3% | -4.7% | +13.0% | +6.4% |
| 1Y | -0.8% | -30.5% | +29.7% | +5.8% |
| 3Y | +24.4% | -44.3% | +68.7% | +21.0% |
| All | +24.4% | -45.3% | +69.7% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling