+11.0%
GS vs IOT
+3.7%
+7.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | +5.1% | +0.6% | +4.6% | +5.1% |
| 30D | +2.4% | +0.1% | +2.3% | +2.4% |
| 3M | -11.5% | +5.0% | -16.5% | -11.6% |
| 6M | -2.5% | +47.0% | -49.6% | -4.6% |
| YTD | +5.5% | +16.6% | -11.1% | +5.3% |
| 1Y | +11.0% | +4.8% | +6.3% | +13.8% |
| All | +11.0% | +3.7% | +7.3% | +13.8% |
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