+12.2%
IOT vs WY
-4.5%
+16.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | -2.3% | -1.7% | -0.6% | -2.4% |
| 30D | +3.8% | -10.1% | +13.9% | +3.8% |
| 3M | +14.2% | -5.1% | +19.3% | +13.7% |
| 6M | +40.1% | -4.8% | +44.9% | +40.2% |
| YTD | +13.4% | -0.2% | +13.6% | +11.1% |
| 1Y | +12.2% | -6.6% | +18.8% | +19.7% |
| All | +12.2% | -4.5% | +16.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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