+30.7%
HD vs IOT
+75.5%
-44.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.4% |
| 30D | +18.0% | +1.4% | +16.6% | +17.8% |
| 3M | +2.8% | +0.5% | +2.3% | +2.5% |
| 6M | +17.0% | +50.3% | -33.3% | +11.7% |
| YTD | +3.5% | +16.7% | -13.1% | +0.9% |
| 1Y | -2.6% | +6.8% | -9.4% | -4.2% |
| 3Y | +30.7% | +75.5% | -44.7% | +17.9% |
| All | +30.7% | +75.5% | -44.7% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling