-37.4%
GIS vs IOT
+24.0%
-61.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.1% |
| 7D | -8.4% | -0.8% | -7.6% | -8.4% |
| 30D | -5.2% | -4.7% | -0.5% | -5.2% |
| 3M | +8.2% | +17.8% | -9.6% | +8.6% |
| 6M | -12.0% | +16.8% | -28.9% | -11.5% |
| YTD | -18.9% | +8.4% | -27.3% | -18.7% |
| 1Y | -23.6% | -0.8% | -22.8% | -23.7% |
| All | -37.4% | +24.0% | -61.4% | -36.2% |
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