-11.6%
GIS vs IOT
+9.8%
-21.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.2% |
| 7D | -8.6% | +5.1% | -13.7% | -9.1% |
| 30D | -0.5% | -3.0% | +2.6% | -0.2% |
| 3M | +11.9% | +15.0% | -3.1% | +10.0% |
| 6M | -11.6% | +13.1% | -24.7% | -11.3% |
| All | -11.6% | +9.8% | -21.4% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling