+61.8%
WM vs IOT
+66.1%
-4.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.2% | +0.9% | +2.3% | +3.2% |
| 30D | +13.0% | +1.4% | +11.6% | +13.0% |
| 3M | +9.2% | +0.5% | +8.7% | +9.2% |
| 6M | +13.6% | +50.3% | -36.6% | +12.6% |
| YTD | +12.4% | +16.7% | -4.3% | +11.8% |
| 1Y | +21.2% | +6.8% | +14.4% | +20.7% |
| 3Y | +48.7% | +75.5% | -26.8% | +45.0% |
| All | +61.8% | +66.1% | -4.4% | +54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling