+88.9%
EWZ vs IOT
+61.2%
+27.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +5.6% | +2.8% | +2.8% | +5.3% |
| 30D | +9.3% | -1.8% | +11.0% | +9.3% |
| 3M | +15.7% | +17.9% | -2.2% | +13.9% |
| 6M | +7.4% | +13.5% | -6.1% | +5.7% |
| YTD | +22.7% | +13.3% | +9.4% | +20.3% |
| 1Y | +36.4% | -3.3% | +39.7% | +35.1% |
| 3Y | +50.4% | +31.3% | +19.1% | +41.7% |
| All | +88.9% | +61.2% | +27.7% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling