+21.0%
ITW vs IOT
+23.8%
-2.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.7% | -4.5% | +3.8% | -0.5% |
| 30D | -8.3% | -2.4% | -5.9% | -8.2% |
| 3M | +6.0% | +19.0% | -12.9% | +4.9% |
| 6M | 0.0% | +19.6% | -19.6% | -1.3% |
| YTD | +10.2% | +8.3% | +2.0% | +9.5% |
| 1Y | +3.2% | -0.8% | +4.0% | +3.1% |
| 3Y | +21.0% | +24.4% | -3.4% | +16.5% |
| All | +21.0% | +23.8% | -2.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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