+13.1%
IOT vs WAB
+16.6%
-3.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -4.6% |
| 7D | +5.1% | +0.2% | +4.8% | +5.2% |
| 30D | -3.0% | -4.6% | +1.5% | -6.1% |
| 3M | +15.0% | +5.6% | +9.3% | +21.0% |
| 6M | +13.1% | +13.8% | -0.7% | +17.1% |
| All | +13.1% | +16.6% | -3.5% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling