+987.5%
WDC vs IOT
+54.4%
+933.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.3% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | +5.3% | -4.7% | +9.9% | +5.8% |
| 3M | -5.9% | +17.8% | -23.7% | -9.9% |
| 6M | +73.2% | +16.8% | +56.4% | +64.5% |
| YTD | +167.8% | +8.4% | +159.4% | +154.8% |
| 1Y | +386.0% | -0.8% | +386.8% | +370.3% |
| 3Y | +1,309.7% | +25.7% | +1,284.0% | +1,157.3% |
| All | +987.5% | +54.4% | +933.1% | +719.0% |
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 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