+59.5%
EWZ vs IOT
+69.6%
-10.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.8% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -25.1% | +1.6% | -26.7% | -25.2% |
| 3M | -7.7% | +3.3% | -11.0% | -8.1% |
| 6M | -15.8% | +42.0% | -57.8% | -18.5% |
| YTD | +3.6% | +19.1% | -15.5% | +1.1% |
| 1Y | +5.5% | +8.8% | -3.3% | +3.5% |
| 3Y | +22.1% | +79.2% | -57.1% | +12.2% |
| All | +59.5% | +69.6% | -10.1% | +42.0% |
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