+78.1%
EXPE vs IOT
+54.4%
+23.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -8.7% | -0.8% | -7.9% | -8.5% |
| 30D | -13.6% | -4.7% | -9.0% | -12.9% |
| 3M | +26.6% | +17.8% | +8.9% | +20.5% |
| 6M | +19.9% | +16.8% | +3.1% | +13.3% |
| YTD | -1.7% | +8.4% | -10.1% | -6.2% |
| 1Y | +29.4% | -0.8% | +30.2% | +25.8% |
| 3Y | +155.7% | +25.7% | +129.9% | +119.7% |
| All | +78.1% | +54.4% | +23.7% | +28.0% |
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