+91.7%
EXPE vs IOT
+61.4%
+30.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.6% |
| 7D | -9.5% | -2.3% | -7.2% | -9.1% |
| 30D | -6.6% | +3.8% | -10.4% | -7.9% |
| 3M | +31.4% | +14.2% | +17.2% | +26.0% |
| 6M | +35.2% | +40.1% | -4.9% | +21.3% |
| YTD | +5.8% | +13.4% | -7.6% | -0.1% |
| 1Y | +38.7% | +12.2% | +26.5% | +30.0% |
| 3Y | +175.8% | +30.0% | +145.8% | +134.9% |
| All | +91.7% | +61.4% | +30.3% | +36.3% |
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 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