+23.7%
WBD vs IOT
+55.2%
-31.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | 0.0% |
| 7D | -1.7% | +5.1% | -6.7% | -2.7% |
| 30D | +3.9% | -3.0% | +6.9% | +4.3% |
| 3M | +5.1% | +15.0% | -9.9% | +1.0% |
| 6M | +0.6% | +13.1% | -12.6% | -4.0% |
| YTD | -3.2% | +9.0% | -12.2% | -7.7% |
| 1Y | +127.7% | +0.1% | +127.5% | +120.2% |
| 3Y | +146.6% | +26.4% | +120.1% | +113.0% |
| All | +23.7% | +55.2% | -31.6% | -19.2% |
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