+130.9%
WMT vs IOT
+55.2%
+75.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.1% |
| 7D | -0.2% | +5.1% | -5.3% | -0.4% |
| 30D | -5.8% | -3.0% | -2.8% | -5.8% |
| 3M | -10.8% | +15.0% | -25.7% | -11.3% |
| 6M | -14.3% | +13.1% | -27.5% | -14.9% |
| YTD | -4.4% | +9.0% | -13.4% | -4.9% |
| 1Y | +4.3% | +0.1% | +4.2% | +3.9% |
| 3Y | +100.1% | +26.4% | +73.6% | +96.8% |
| All | +130.9% | +55.2% | +75.7% | +120.5% |
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