+65.9%
EXPE vs IOT
+66.1%
-0.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -6.1% | +1.4% | -7.5% | -6.3% |
| 3M | -21.3% | +0.5% | -21.8% | -21.9% |
| 6M | +19.0% | +50.3% | -31.3% | +5.4% |
| YTD | -8.4% | +16.7% | -25.1% | -14.4% |
| 1Y | -2.8% | +6.8% | -9.6% | -7.4% |
| 3Y | +120.8% | +75.5% | +45.3% | +74.2% |
| All | +65.9% | +66.1% | -0.2% | +16.8% |
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 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