+176.9%
EQT vs IOT
+54.1%
+122.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | -2.0% | -4.5% | +2.5% | -1.6% |
| 30D | 0.0% | -2.4% | +2.5% | +0.1% |
| 3M | +5.9% | +19.0% | -13.0% | +3.6% |
| 6M | -14.8% | +19.6% | -34.4% | -17.1% |
| YTD | +1.8% | +8.3% | -6.5% | -0.4% |
| 1Y | +7.4% | -0.8% | +8.2% | +5.8% |
| 3Y | +33.6% | +24.4% | +9.2% | +25.9% |
| All | +176.9% | +54.1% | +122.8% | +145.7% |
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