+99.0%
WFC vs IOT
+66.1%
+32.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | +7.0% | +1.4% | +5.6% | +6.8% |
| 3M | -1.8% | +0.5% | -2.3% | -2.1% |
| 6M | +18.4% | +50.3% | -31.9% | +12.3% |
| YTD | -5.6% | +16.7% | -22.3% | -8.7% |
| 1Y | +3.9% | +6.8% | -2.9% | +1.3% |
| 3Y | +126.3% | +75.5% | +50.8% | +103.8% |
| All | +99.0% | +66.1% | +32.9% | +66.2% |
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