+55.6%
IOT vs WY
-31.7%
+87.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | +1.2% |
| 7D | -0.8% | -3.7% | +2.9% | +1.6% |
| 30D | -4.7% | -11.3% | +6.6% | +2.9% |
| 3M | +17.8% | -8.1% | +25.9% | +23.6% |
| 6M | +16.8% | -7.4% | +24.3% | +19.9% |
| YTD | +8.4% | -4.7% | +13.1% | +6.8% |
| 1Y | -0.8% | -9.2% | +8.4% | +1.1% |
| 3Y | +25.7% | -24.7% | +50.4% | +45.3% |
| All | +55.6% | -31.7% | +87.3% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling