+144.8%
GLD vs IOT
+61.4%
+83.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | +3.8% | +0.6% | +4.3% |
| 3M | -1.1% | +14.2% | -15.3% | -1.3% |
| 6M | -13.8% | +40.1% | -53.9% | -14.3% |
| YTD | +2.6% | +13.4% | -10.8% | +2.2% |
| 1Y | +24.5% | +12.2% | +12.3% | +23.9% |
| 3Y | +125.8% | +30.0% | +95.9% | +123.6% |
| All | +144.8% | +61.4% | +83.4% | +140.3% |
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 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