+102.0%
EXE vs IOT
+61.2%
+40.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | +2.8% | -4.6% | -2.0% |
| 30D | +6.4% | -1.8% | +8.2% | +6.5% |
| 3M | +9.2% | +17.9% | -8.6% | +7.5% |
| 6M | -7.0% | +13.5% | -20.5% | -8.6% |
| YTD | -9.5% | +13.3% | -22.7% | -11.3% |
| 1Y | +6.2% | -3.3% | +9.5% | +5.3% |
| 3Y | +20.7% | +31.3% | -10.6% | +14.1% |
| All | +102.0% | +61.2% | +40.7% | +80.1% |
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