-2.6%
HD vs IOT
+69.6%
-72.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -1.2% | -1.3% | +0.2% | -1.0% |
| 30D | +20.9% | +1.5% | +19.4% | +20.6% |
| 3M | -0.2% | +4.8% | -4.9% | -0.9% |
| 6M | +14.5% | +45.3% | -30.8% | +8.9% |
| YTD | +4.3% | +19.2% | -14.8% | +0.7% |
| 1Y | -3.5% | +6.1% | -9.5% | -5.7% |
| 3Y | +30.1% | +76.0% | -45.9% | +15.9% |
| All | -2.6% | +69.6% | -72.3% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling