+43.8%
WM vs IOT
+61.2%
-17.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -1.0% |
| 30D | -4.3% | -1.8% | -2.6% | -4.3% |
| 3M | +0.8% | +17.9% | -17.1% | +0.4% |
| 6M | -10.8% | +13.5% | -24.3% | -11.1% |
| YTD | -0.1% | +13.3% | -13.3% | -0.5% |
| 1Y | +1.0% | -3.3% | +4.3% | +0.8% |
| 3Y | +45.1% | +31.3% | +13.8% | +42.7% |
| All | +43.8% | +61.2% | -17.4% | +37.6% |
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 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