+24.4%
IOT vs WEC
+39.2%
-14.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -4.5% | -0.6% | -4.0% | -4.6% |
| 30D | -2.4% | -2.6% | +0.2% | -3.0% |
| 3M | +19.0% | -6.0% | +25.0% | +17.5% |
| 6M | +19.6% | -5.4% | +25.1% | +18.5% |
| YTD | +8.3% | +2.5% | +5.8% | +7.8% |
| 1Y | -0.8% | -0.7% | -0.1% | -1.4% |
| 3Y | +24.4% | +38.7% | -14.3% | +12.8% |
| All | +24.4% | +39.2% | -14.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling