+32.9%
EXC vs IOT
+55.2%
-22.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.2% | -0.5% |
| 7D | +0.3% | +5.1% | -4.7% | +0.3% |
| 30D | -0.9% | -3.0% | +2.2% | -0.8% |
| 3M | -2.7% | +15.0% | -17.6% | -2.8% |
| 6M | -9.4% | +13.1% | -22.5% | -9.5% |
| YTD | +3.0% | +9.0% | -6.0% | +2.9% |
| 1Y | +5.1% | +0.1% | +5.0% | +5.1% |
| 3Y | +20.6% | +26.4% | -5.8% | +18.7% |
| All | +32.9% | +55.2% | -22.3% | +25.8% |
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