+95.1%
EXE vs IOT
+54.1%
+40.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -4.5% | +1.4% | -2.8% |
| 30D | -0.9% | -2.4% | +1.5% | -0.8% |
| 3M | +9.6% | +19.0% | -9.4% | +7.7% |
| 6M | -11.6% | +19.6% | -31.2% | -13.5% |
| YTD | -12.6% | +8.3% | -20.8% | -14.0% |
| 1Y | +1.2% | -0.8% | +2.0% | +0.1% |
| 3Y | +18.0% | +24.4% | -6.4% | +12.0% |
| All | +95.1% | +54.1% | +40.9% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling