+48.3%
AMZN vs IOT
+61.2%
-13.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | -6.4% | -1.8% | -4.6% | -6.2% |
| 3M | +4.8% | +17.9% | -13.1% | +0.1% |
| 6M | +20.5% | +13.5% | +7.0% | +14.6% |
| YTD | +11.3% | +13.3% | -1.9% | +4.7% |
| 1Y | +9.0% | -3.3% | +12.3% | +6.0% |
| 3Y | +85.9% | +31.3% | +54.6% | +57.3% |
| All | +48.3% | +61.2% | -13.0% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling