+78.9%
EBAY vs IOT
+54.1%
+24.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | +4.2% | -4.5% | +8.7% | +4.8% |
| 30D | +5.6% | -2.4% | +8.1% | +5.8% |
| 3M | -1.4% | +19.0% | -20.4% | -4.0% |
| 6M | +18.2% | +19.6% | -1.4% | +14.4% |
| YTD | +24.8% | +8.3% | +16.6% | +21.7% |
| 1Y | +18.0% | -0.8% | +18.8% | +15.9% |
| 3Y | +160.3% | +24.4% | +135.9% | +135.7% |
| All | +78.9% | +54.1% | +24.7% | +41.5% |
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