+55.2%
EBAY vs IOT
+8.2%
+47.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +5.0% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +16.8% | +1.0% | +15.8% | +16.6% |
| 3M | +14.5% | +10.9% | +3.6% | +12.8% |
| 6M | +15.1% | +39.9% | -24.8% | +10.1% |
| YTD | +45.0% | +20.8% | +24.2% | +39.5% |
| 1Y | +55.2% | +10.6% | +44.6% | +47.0% |
| All | +55.2% | +8.2% | +47.0% | +47.0% |
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