+24.2%
WBD vs IOT
+54.1%
-29.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -4.5% | +3.8% | +0.2% |
| 30D | +1.4% | -2.4% | +3.9% | +1.7% |
| 3M | +4.4% | +19.0% | -14.6% | -0.3% |
| 6M | +0.8% | +19.6% | -18.8% | -4.9% |
| YTD | -2.7% | +8.3% | -11.0% | -7.2% |
| 1Y | +73.4% | -0.8% | +74.2% | +68.0% |
| 3Y | +142.1% | +24.4% | +117.7% | +109.9% |
| All | +24.2% | +54.1% | -29.9% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling