+124.9%
GOOG vs IOT
+55.2%
+69.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.5% |
| 7D | -1.6% | +5.1% | -6.6% | -2.3% |
| 30D | -7.7% | -3.0% | -4.6% | -7.4% |
| 3M | -9.3% | +15.0% | -24.3% | -11.7% |
| 6M | +7.4% | +13.1% | -5.7% | +4.0% |
| YTD | +4.9% | +9.0% | -4.2% | +1.3% |
| 1Y | +37.2% | +0.1% | +37.1% | +34.0% |
| 3Y | +141.6% | +26.4% | +115.2% | +114.4% |
| All | +124.9% | +55.2% | +69.7% | +73.5% |
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