+55.4%
IOT vs WEC
+30.5%
+24.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +19.0% | -6.0% | +25.0% | +18.2% |
| 6M | +19.6% | -5.4% | +25.1% | +19.1% |
| YTD | +8.3% | +2.5% | +5.8% | +8.0% |
| 1Y | -0.8% | -0.7% | -0.1% | -1.1% |
| 3Y | +24.4% | +38.7% | -14.3% | +20.6% |
| All | +55.4% | +30.5% | +24.8% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling