+478.3%
GE vs IOT
+54.4%
+423.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -11.9% | -4.7% | -7.3% | -11.5% |
| 3M | +1.8% | +17.8% | -15.9% | -0.8% |
| 6M | -0.6% | +16.8% | -17.4% | -3.8% |
| YTD | +5.5% | +8.4% | -2.9% | +2.5% |
| 1Y | +15.0% | -0.8% | +15.8% | +12.6% |
| 3Y | +269.5% | +25.7% | +243.8% | +240.6% |
| All | +478.3% | +54.4% | +423.9% | +365.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling