+55.4%
IOT vs WY
-31.5%
+86.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -4.5% | -4.2% | -0.4% | -1.9% |
| 30D | -2.4% | -10.1% | +7.6% | +4.3% |
| 3M | +19.0% | -8.5% | +27.5% | +25.2% |
| 6M | +19.6% | -3.3% | +23.0% | +18.9% |
| YTD | +8.3% | -4.4% | +12.7% | +6.4% |
| 1Y | -0.8% | -11.5% | +10.7% | +3.4% |
| 3Y | +24.4% | -24.3% | +48.7% | +43.2% |
| All | +55.4% | -31.5% | +86.9% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling