+16.4%
GS vs IOT
+5.8%
+10.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +0.5% |
| 7D | +1.6% | +0.8% | +0.7% | +1.6% |
| 30D | +1.7% | -0.2% | +1.9% | +1.7% |
| 3M | -11.6% | +4.0% | -15.6% | -11.6% |
| 6M | -1.9% | +39.4% | -41.3% | -3.5% |
| YTD | +5.1% | +16.9% | -11.9% | +5.0% |
| 1Y | +16.4% | +4.1% | +12.4% | +19.2% |
| All | +16.4% | +5.8% | +10.6% | +19.2% |
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