-40.6%
AIOT vs SPY
+14.6%
-55.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | -0.4% |
| 7D | +5.2% | -0.7% | +5.9% | +6.5% |
| 30D | +0.7% | -1.0% | +1.7% | +2.8% |
| 3M | -33.8% | -0.3% | -33.5% | -33.3% |
| 6M | -13.4% | +7.3% | -20.8% | -26.4% |
| YTD | -46.6% | +13.3% | -59.9% | -59.1% |
| 1Y | -40.6% | +14.8% | -55.4% | -55.9% |
| All | -40.6% | +14.6% | -55.2% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling