+51.9%
DOW vs IOT
+8.2%
+43.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.4% | -3.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.2% |
| 30D | +14.7% | +1.0% | +13.7% | +14.7% |
| 3M | +9.1% | +10.9% | -1.8% | +9.1% |
| 6M | -17.7% | +39.9% | -57.6% | -18.0% |
| YTD | +44.6% | +20.8% | +23.9% | +46.1% |
| 1Y | +51.9% | +10.6% | +41.3% | +57.0% |
| All | +51.9% | +8.2% | +43.7% | +57.0% |
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