+955.0%
WDC vs IOT
+54.1%
+900.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -4.3% | -4.5% | +0.2% | -3.6% |
| 30D | -1.5% | -2.4% | +0.9% | -1.3% |
| 3M | -15.5% | +19.0% | -34.5% | -19.2% |
| 6M | +66.5% | +19.6% | +46.8% | +57.3% |
| YTD | +159.9% | +8.3% | +151.6% | +147.2% |
| 1Y | +366.0% | -0.8% | +366.8% | +350.9% |
| 3Y | +1,285.8% | +24.4% | +1,261.4% | +1,138.6% |
| All | +955.0% | +54.1% | +900.9% | +694.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling