+55.6%
IOT vs GWW
+160.4%
-104.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | -0.8% | -3.1% | +2.3% | +0.9% |
| 30D | -4.7% | -2.3% | -2.3% | -3.4% |
| 3M | +17.8% | -3.3% | +21.1% | +19.2% |
| 6M | +16.8% | +15.4% | +1.5% | +6.2% |
| YTD | +8.4% | +26.7% | -18.3% | -8.2% |
| 1Y | -0.8% | +29.0% | -29.8% | -16.9% |
| 3Y | +25.7% | +89.0% | -63.2% | -18.8% |
| All | +55.6% | +160.4% | -104.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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