+95.3%
GD vs IOT
+65.9%
+29.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -1.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | -7.5% | +5.0% | -12.5% | -7.8% |
| 6M | +5.8% | +47.0% | -41.3% | +3.6% |
| YTD | +9.8% | +16.6% | -6.8% | +8.3% |
| 1Y | +5.8% | +4.8% | +1.0% | +4.7% |
| 3Y | +58.0% | +72.2% | -14.1% | +51.8% |
| All | +95.3% | +65.9% | +29.4% | +82.3% |
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