+2.7%
EWZ vs IOT
+5.8%
-3.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | +1.3% | +0.8% | +0.5% | +1.4% |
| 30D | -26.2% | -0.2% | -25.9% | -26.1% |
| 3M | -8.6% | +4.0% | -12.6% | -8.2% |
| 6M | -17.0% | +39.4% | -56.4% | -15.3% |
| YTD | +2.2% | +16.9% | -14.8% | +1.0% |
| 1Y | +2.7% | +4.1% | -1.4% | +0.2% |
| All | +2.7% | +5.8% | -3.1% | +0.2% |
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