+56.5%
IOT vs BWA
+78.3%
-21.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | +5.1% | +0.1% | +4.9% | +5.1% |
| 30D | -3.0% | -5.6% | +2.5% | -1.1% |
| 3M | +15.0% | -10.7% | +25.7% | +19.2% |
| 6M | +13.1% | +23.2% | -10.0% | -0.9% |
| YTD | +9.0% | +46.0% | -37.0% | -16.1% |
| 1Y | +0.1% | +51.2% | -51.0% | -24.8% |
| 3Y | +26.4% | +69.6% | -43.1% | -14.6% |
| All | +56.5% | +78.3% | -21.8% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling