+85.2%
EWZ vs IOT
+61.4%
+23.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.5% | -1.0% |
| 7D | +6.5% | -2.3% | +8.8% | +6.6% |
| 30D | +4.8% | +3.8% | +1.1% | +4.4% |
| 3M | +9.9% | +14.2% | -4.3% | +8.4% |
| 6M | +1.9% | +40.1% | -38.2% | -1.6% |
| YTD | +20.3% | +13.4% | +6.9% | +17.9% |
| 1Y | +35.6% | +12.2% | +23.5% | +32.4% |
| 3Y | +43.4% | +30.0% | +13.5% | +35.2% |
| All | +85.2% | +61.4% | +23.8% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling