+105.7%
WFC vs IOT
+54.4%
+51.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +2.3% | -4.7% | +6.9% | +2.6% |
| 3M | +9.8% | +17.8% | -8.0% | +7.3% |
| 6M | +15.6% | +16.8% | -1.3% | +12.5% |
| YTD | -2.4% | +8.4% | -10.9% | -4.8% |
| 1Y | +13.8% | -0.8% | +14.6% | +11.9% |
| 3Y | +134.6% | +25.7% | +108.9% | +118.9% |
| All | +105.7% | +54.4% | +51.3% | +73.4% |
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