+154.8%
EXPE vs IOT
+24.7%
+130.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.3% |
| 7D | -11.5% | +5.1% | -16.6% | -12.8% |
| 30D | -13.1% | -3.0% | -10.0% | -12.7% |
| 3M | +18.1% | +15.0% | +3.2% | +12.8% |
| 6M | +13.3% | +13.1% | +0.1% | +7.5% |
| YTD | -3.2% | +9.0% | -12.3% | -8.3% |
| 1Y | +26.1% | +0.1% | +26.0% | +21.6% |
| All | +154.8% | +24.7% | +130.0% | +100.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling