+12.1%
GS vs IOT
+5.5%
+6.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.2% | -2.6% | -0.6% | -3.1% |
| 30D | -2.4% | +1.2% | -3.6% | -2.4% |
| 3M | -15.7% | +7.2% | -23.0% | -15.9% |
| 6M | -6.8% | +41.7% | -48.5% | -8.5% |
| YTD | -0.1% | +15.6% | -15.7% | -0.1% |
| 1Y | +12.1% | +7.6% | +4.5% | +12.9% |
| All | +12.1% | +5.5% | +6.6% | +12.9% |
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 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