-25.0%
HD vs IOT
-1.6%
-23.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -3.8% | -4.5% | +0.7% | -3.7% |
| 30D | -9.4% | -2.4% | -7.0% | -9.4% |
| 3M | -4.6% | +19.0% | -23.6% | -4.8% |
| 6M | -10.1% | +19.6% | -29.7% | -10.3% |
| YTD | -8.3% | +8.3% | -16.6% | -7.9% |
| 1Y | -25.0% | -0.8% | -24.2% | -25.0% |
| All | -25.0% | -1.6% | -23.4% | -25.0% |
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