+55.4%
IOT vs WTW
+45.3%
+10.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.5% | -5.7% | +1.2% | -1.7% |
| 30D | -2.4% | -7.3% | +4.8% | +1.1% |
| 3M | +19.0% | +21.5% | -2.5% | +7.0% |
| 6M | +19.6% | +9.6% | +10.0% | +12.7% |
| YTD | +8.3% | -3.3% | +11.5% | +7.4% |
| 1Y | -0.8% | -6.1% | +5.3% | -0.3% |
| 3Y | +24.4% | +61.8% | -37.4% | -21.0% |
| All | +55.4% | +45.3% | +10.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 all: compounded portfolio wealth divided by compounded WTW 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…
all analysis · Full analysis span regression · 6 months rolling