+21.3%
EXC vs IOT
+30.1%
-8.8%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.2% | +2.8% | -1.6% | +1.3% |
| 30D | -2.7% | -1.8% | -0.9% | -2.7% |
| 3M | -1.0% | +17.9% | -18.8% | -0.7% |
| 6M | -9.3% | +13.5% | -22.8% | -9.0% |
| YTD | +3.6% | +13.3% | -9.6% | +4.0% |
| 1Y | +5.9% | -3.3% | +9.2% | +6.2% |
| 3Y | +21.3% | +31.3% | -10.0% | +17.4% |
| All | +21.3% | +30.1% | -8.8% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling