+636.7%
DELL vs IOT
+24.0%
+612.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -1.9% | -0.8% | -1.1% | -1.7% |
| 30D | +14.9% | -4.7% | +19.6% | +15.9% |
| 3M | +37.2% | +17.8% | +19.4% | +28.3% |
| 6M | +254.0% | +16.8% | +237.1% | +231.2% |
| YTD | +306.1% | +8.4% | +297.7% | +283.9% |
| 1Y | +312.3% | -0.8% | +313.1% | +297.8% |
| All | +636.7% | +24.0% | +612.6% | +613.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling