+12.5%
WFC vs IOT
-1.5%
+14.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.3% |
| 30D | +2.3% | -4.7% | +6.9% | +2.3% |
| 3M | +9.8% | +17.8% | -8.0% | +9.1% |
| 6M | +15.6% | +16.8% | -1.3% | +14.9% |
| YTD | -2.4% | +8.4% | -10.9% | -2.7% |
| All | +12.5% | -1.5% | +14.0% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling