+55.4%
IOT vs NWSA
+46.1%
+9.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.5% | -2.8% | -1.7% | -2.3% |
| 30D | -2.4% | +3.0% | -5.5% | -4.9% |
| 3M | +19.0% | +12.3% | +6.7% | +7.9% |
| 6M | +19.6% | +21.9% | -2.2% | +0.8% |
| YTD | +8.3% | +13.6% | -5.3% | -3.4% |
| 1Y | -0.8% | +0.5% | -1.3% | -2.5% |
| 3Y | +24.4% | +43.8% | -19.3% | -8.0% |
| All | +55.4% | +46.1% | +9.3% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling