+24.4%
IOT vs WU
-28.7%
+53.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -4.5% | -3.5% | -1.0% | -3.6% |
| 30D | -2.4% | -2.9% | +0.5% | -1.7% |
| 3M | +19.0% | -2.3% | +21.2% | +18.5% |
| 6M | +19.6% | -25.4% | +45.0% | +28.8% |
| YTD | +8.3% | -21.2% | +29.5% | +14.5% |
| 1Y | -0.8% | -8.9% | +8.1% | 0.0% |
| 3Y | +24.4% | -29.0% | +53.4% | +31.0% |
| All | +24.4% | -28.7% | +53.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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