+1,014.4%
DELL vs IOT
+54.1%
+960.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.1% | +12.0% |
| 7D | +8.2% | -4.5% | +12.8% | +9.2% |
| 30D | +17.1% | -2.4% | +19.5% | +17.4% |
| 3M | +45.2% | +19.0% | +26.2% | +37.6% |
| 6M | +286.8% | +19.6% | +267.1% | +265.6% |
| YTD | +354.8% | +8.3% | +346.5% | +335.3% |
| 1Y | +358.3% | -0.8% | +359.1% | +345.4% |
| 3Y | +724.9% | +24.4% | +700.5% | +659.2% |
| All | +1,014.4% | +54.1% | +960.2% | +787.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling