+55.4%
IOT vs WAB
+226.7%
-171.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.9% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -2.4% | -4.1% | +1.6% | +0.3% |
| 3M | +19.0% | +8.2% | +10.8% | +9.5% |
| 6M | +19.6% | +15.4% | +4.2% | +1.4% |
| YTD | +8.3% | +33.1% | -24.9% | -20.8% |
| 1Y | -0.8% | +48.1% | -48.9% | -34.3% |
| 3Y | +24.4% | +167.7% | -143.3% | -56.2% |
| All | +55.4% | +226.7% | -171.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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