+948.7%
DELL vs IOT
+61.2%
+887.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +25.6% | +2.8% | +22.8% | +24.7% |
| 30D | +17.7% | -1.8% | +19.4% | +17.8% |
| 3M | +33.4% | +17.9% | +15.6% | +26.9% |
| 6M | +266.2% | +13.5% | +252.7% | +250.0% |
| YTD | +328.0% | +13.3% | +314.7% | +305.9% |
| 1Y | +339.6% | -3.3% | +342.9% | +329.4% |
| 3Y | +694.6% | +31.3% | +663.3% | +623.6% |
| All | +948.7% | +61.2% | +887.5% | +727.3% |
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 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