+6.0%
IOT vs WETO
-99.3%
+105.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -4.0% |
| 7D | -1.3% | +4.5% | -5.8% | -1.4% |
| 30D | -1.6% | -17.7% | +16.2% | -1.6% |
| 3M | +6.1% | -83.1% | +89.1% | +5.4% |
| 6M | +34.9% | -98.3% | +133.3% | +35.3% |
| YTD | +15.9% | -99.0% | +114.9% | +18.5% |
| 1Y | +6.0% | -99.3% | +105.3% | +10.2% |
| All | +6.0% | -99.3% | +105.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling