+126.1%
AMD vs IOT
+3.7%
+122.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.0% | +5.7% |
| 7D | +44.7% | +0.6% | +44.2% | +44.8% |
| 30D | -3.3% | +0.1% | -3.5% | -3.3% |
| 3M | +21.2% | +5.0% | +16.2% | +22.3% |
| 6M | +30.6% | +47.0% | -16.5% | +33.2% |
| YTD | +173.3% | +16.6% | +156.7% | +178.3% |
| 1Y | +126.1% | +4.8% | +121.3% | +136.4% |
| All | +126.1% | +3.7% | +122.4% | +136.4% |
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