+319.1%
DELL vs IOT
+14.9%
+304.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.8% |
| 7D | +14.9% | -2.3% | +17.2% | +15.3% |
| 30D | +13.3% | +3.8% | +9.5% | +12.2% |
| 3M | +24.4% | +14.2% | +10.2% | +19.1% |
| 6M | +258.0% | +40.1% | +217.9% | +225.3% |
| YTD | +320.2% | +13.4% | +306.8% | +297.2% |
| 1Y | +319.1% | +12.2% | +306.9% | +305.3% |
| All | +319.1% | +14.9% | +304.2% | +305.3% |
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