+218.7%
WELL vs IOT
+61.4%
+157.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.2% |
| 7D | -0.8% | -2.3% | +1.5% | -0.7% |
| 30D | -0.1% | +3.8% | -3.9% | -0.3% |
| 3M | +18.0% | +14.2% | +3.9% | +17.0% |
| 6M | +15.0% | +40.1% | -25.1% | +12.1% |
| YTD | +28.6% | +13.4% | +15.2% | +26.9% |
| 1Y | +42.9% | +12.2% | +30.8% | +40.6% |
| 3Y | +203.0% | +30.0% | +173.0% | +190.0% |
| All | +218.7% | +61.4% | +157.2% | +181.0% |
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