-4.9%
EQT vs IOT
+8.2%
-13.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.2% |
| 7D | -6.6% | -0.5% | -6.1% | -6.6% |
| 30D | +2.7% | +1.0% | +1.7% | +2.7% |
| 3M | -0.2% | +10.9% | -11.1% | -0.4% |
| 6M | -10.6% | +39.9% | -50.5% | -12.2% |
| YTD | -1.2% | +20.8% | -21.9% | -0.3% |
| 1Y | -4.9% | +10.6% | -15.4% | -2.9% |
| All | -4.9% | +8.2% | -13.0% | -2.9% |
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