-33.6%
GIS vs IOT
+55.2%
-88.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.1% | -1.7% |
| 7D | -8.6% | +5.1% | -13.7% | -8.5% |
| 30D | -0.5% | -3.0% | +2.6% | -0.5% |
| 3M | +11.9% | +15.0% | -3.1% | +12.2% |
| 6M | -11.6% | +13.1% | -24.7% | -11.3% |
| YTD | -16.3% | +9.0% | -25.4% | -16.1% |
| 1Y | -21.8% | +0.1% | -21.9% | -21.6% |
| 3Y | -35.7% | +26.4% | -62.1% | -34.9% |
| All | -33.6% | +55.2% | -88.8% | -33.6% |
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