+299.5%
AMD vs IOT
+65.9%
+233.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.0% | +6.4% |
| 7D | +44.7% | +0.6% | +44.2% | +44.6% |
| 30D | -3.3% | +0.1% | -3.5% | -3.3% |
| 3M | +21.2% | +5.0% | +16.2% | +18.6% |
| 6M | +30.6% | +47.0% | -16.5% | +13.4% |
| YTD | +173.3% | +16.6% | +156.7% | +146.8% |
| 1Y | +126.1% | +4.8% | +121.3% | +110.3% |
| 3Y | +393.5% | +72.2% | +321.4% | +263.1% |
| All | +299.5% | +65.9% | +233.6% | +160.0% |
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