+55.4%
IOT vs TW
+9.4%
+46.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | -4.5% | -4.5% | 0.0% | -1.7% |
| 30D | -2.4% | -2.3% | -0.2% | -0.9% |
| 3M | +19.0% | +2.6% | +16.4% | +17.0% |
| 6M | +19.6% | -17.5% | +37.2% | +34.6% |
| YTD | +8.3% | -5.3% | +13.6% | +10.9% |
| 1Y | -0.8% | -14.8% | +14.0% | +8.5% |
| 3Y | +24.4% | +18.8% | +5.6% | -8.8% |
| All | +55.4% | +9.4% | +46.0% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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