-18.0%
GIS vs IOT
+14.9%
-32.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.6% |
| 7D | -7.8% | -2.3% | -5.5% | -7.7% |
| 30D | +6.6% | +3.8% | +2.8% | +6.4% |
| 3M | +21.0% | +14.2% | +6.8% | +20.0% |
| 6M | -9.1% | +40.1% | -49.2% | -9.6% |
| YTD | -13.6% | +13.4% | -27.0% | -15.0% |
| 1Y | -18.0% | +12.2% | -30.2% | -19.9% |
| All | -18.0% | +14.9% | -32.9% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling