+129.8%
GOOG vs IOT
+54.1%
+75.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -4.5% | +4.6% | +0.8% |
| 30D | -2.0% | -2.4% | +0.5% | -1.7% |
| 3M | -5.9% | +19.0% | -24.8% | -8.9% |
| 6M | +8.9% | +19.6% | -10.7% | +4.5% |
| YTD | +7.1% | +8.3% | -1.2% | +3.6% |
| 1Y | +39.7% | -0.8% | +40.5% | +36.6% |
| 3Y | +145.8% | +24.4% | +121.4% | +118.7% |
| All | +129.8% | +54.1% | +75.6% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling