-11.0%
HD vs IOT
+61.4%
-72.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.5% |
| 7D | -2.1% | -2.3% | +0.3% | -1.8% |
| 30D | -8.4% | +3.8% | -12.2% | -8.9% |
| 3M | +4.3% | +14.2% | -9.8% | +2.4% |
| 6M | -11.1% | +40.1% | -51.3% | -15.5% |
| YTD | -4.7% | +13.4% | -18.1% | -7.3% |
| 1Y | -19.8% | +12.2% | -32.0% | -22.4% |
| 3Y | +4.1% | +30.0% | -25.9% | -4.0% |
| All | -11.0% | +61.4% | -72.5% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling