+133.3%
GOOGL vs IOT
+61.2%
+72.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.6% |
| 30D | -4.4% | -1.8% | -2.7% | -4.3% |
| 3M | -6.8% | +17.9% | -24.7% | -9.6% |
| 6M | +13.6% | +13.5% | 0.0% | +9.9% |
| YTD | +8.3% | +13.3% | -4.9% | +4.1% |
| 1Y | +44.9% | -3.3% | +48.3% | +42.5% |
| 3Y | +150.5% | +31.3% | +119.1% | +121.1% |
| All | +133.3% | +61.2% | +72.0% | +78.9% |
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