+111.2%
AMD vs IOT
+5.8%
+105.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.1% | +13.6% | +14.8% |
| 7D | +6.5% | +0.8% | +5.6% | +6.6% |
| 30D | -15.3% | -0.2% | -15.0% | -15.3% |
| 3M | +9.7% | +4.0% | +5.7% | +10.7% |
| 6M | +13.2% | +39.4% | -26.2% | +15.7% |
| YTD | +140.6% | +16.9% | +123.6% | +145.2% |
| 1Y | +111.2% | +4.1% | +107.1% | +120.9% |
| All | +111.2% | +5.8% | +105.4% | +120.9% |
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