+24.4%
IOT vs BWA
+70.7%
-46.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | -4.5% | -1.3% | -3.2% | -4.3% |
| 30D | -2.4% | -2.9% | +0.5% | -2.1% |
| 3M | +19.0% | -10.7% | +29.7% | +21.2% |
| 6M | +19.6% | +26.5% | -6.8% | +11.6% |
| YTD | +8.3% | +49.1% | -40.8% | -6.6% |
| 1Y | -0.8% | +52.1% | -52.9% | -15.2% |
| 3Y | +24.4% | +72.6% | -48.2% | -2.3% |
| All | +24.4% | +70.7% | -46.3% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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