-3.9%
GLD vs IOT
+7.0%
-10.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -2.0% | -1.3% | -0.6% | -2.0% |
| 30D | -4.4% | +1.5% | -5.9% | -4.5% |
| 3M | -8.9% | +4.8% | -13.7% | -8.9% |
| 6M | -16.0% | +45.3% | -61.3% | -16.2% |
| YTD | -7.9% | +19.2% | -27.0% | -9.8% |
| 1Y | -3.9% | +6.1% | -9.9% | -6.2% |
| All | -3.9% | +7.0% | -10.9% | -6.2% |
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 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