-19.8%
HD vs IOT
+14.9%
-34.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.8% |
| 7D | -2.1% | -2.3% | +0.3% | -2.0% |
| 30D | -8.4% | +3.8% | -12.2% | -8.6% |
| 3M | +4.3% | +14.2% | -9.8% | +3.8% |
| 6M | -11.1% | +40.1% | -51.3% | -12.3% |
| YTD | -4.7% | +13.4% | -18.1% | -4.5% |
| 1Y | -19.8% | +12.2% | -32.0% | -20.3% |
| All | -19.8% | +14.9% | -34.7% | -20.3% |
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