+55.6%
IOT vs WU
-44.2%
+99.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.8% | -5.0% | +4.2% | +1.1% |
| 30D | -4.7% | -2.3% | -2.4% | -4.0% |
| 3M | +17.8% | -3.2% | +21.0% | +17.4% |
| 6M | +16.8% | -25.0% | +41.9% | +29.2% |
| YTD | +8.4% | -21.7% | +30.1% | +17.4% |
| 1Y | -0.8% | -9.0% | +8.2% | -0.2% |
| 3Y | +25.7% | -28.9% | +54.6% | +36.6% |
| All | +55.6% | -44.2% | +99.8% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling