+170.4%
ETN vs IOT
+54.1%
+116.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.0% |
| 7D | +3.5% | -4.5% | +8.1% | +4.1% |
| 30D | -7.5% | -2.4% | -5.1% | -7.3% |
| 3M | +8.3% | +19.0% | -10.6% | +5.2% |
| 6M | +20.2% | +19.6% | +0.5% | +15.6% |
| YTD | +34.7% | +8.3% | +26.4% | +30.5% |
| 1Y | +19.4% | -0.8% | +20.3% | +17.0% |
| 3Y | +85.5% | +24.4% | +61.1% | +72.3% |
| All | +170.4% | +54.1% | +116.3% | +132.9% |
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 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