+21.1%
ITW vs IOT
+54.4%
-33.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | -9.5% | -4.7% | -4.9% | -9.3% |
| 3M | +6.6% | +17.8% | -11.1% | +5.1% |
| 6M | -1.8% | +16.8% | -18.6% | -3.4% |
| YTD | +9.0% | +8.4% | +0.6% | +7.4% |
| 1Y | +3.6% | -0.8% | +4.4% | +2.6% |
| 3Y | +19.4% | +25.7% | -6.3% | +13.0% |
| All | +21.1% | +54.4% | -33.3% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling