+150.9%
AMAT vs IOT
+69.6%
+81.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.3% | +10.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | -26.9% | +1.6% | -28.6% | -27.2% |
| 3M | -31.2% | +3.3% | -34.5% | -32.0% |
| 6M | -14.7% | +42.0% | -56.7% | -22.7% |
| YTD | +44.7% | +19.1% | +25.6% | +33.6% |
| 1Y | +62.0% | +8.8% | +53.2% | +52.5% |
| 3Y | +165.0% | +79.2% | +85.7% | +108.5% |
| All | +150.9% | +69.6% | +81.3% | +78.1% |
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