+95.5%
AMD vs IOT
+8.2%
+87.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.4% |
| 7D | -15.5% | -0.5% | -15.0% | -15.5% |
| 30D | -22.6% | +1.0% | -23.6% | -22.5% |
| 3M | -5.7% | +10.9% | -16.7% | -4.3% |
| 6M | +43.1% | +39.9% | +3.2% | +46.5% |
| YTD | +128.2% | +20.8% | +107.5% | +134.0% |
| 1Y | +95.5% | +10.6% | +84.9% | +103.1% |
| All | +95.5% | +8.2% | +87.3% | +103.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling