+29.2%
DOW vs IOT
+14.9%
+14.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.1% |
| 7D | -2.4% | -2.3% | -0.1% | -2.3% |
| 30D | +0.4% | +3.8% | -3.4% | +0.2% |
| 3M | -14.4% | +14.2% | -28.6% | -15.0% |
| 6M | -7.0% | +40.1% | -47.1% | -10.0% |
| YTD | +30.2% | +13.4% | +16.8% | +30.0% |
| 1Y | +29.2% | +12.2% | +17.0% | +31.3% |
| All | +29.2% | +14.9% | +14.3% | +31.3% |
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