+214.0%
AMAT vs IOT
+31.4%
+182.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.9% |
| 7D | -1.5% | -2.3% | +0.8% | -1.3% |
| 30D | -14.8% | +3.8% | -18.6% | -15.2% |
| 3M | -9.3% | +14.2% | -23.4% | -11.3% |
| 6M | +27.4% | +40.1% | -12.7% | +17.5% |
| YTD | +77.6% | +13.4% | +64.2% | +71.1% |
| 1Y | +188.9% | +12.2% | +176.8% | +177.2% |
| All | +214.0% | +31.4% | +182.7% | +185.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling