+7.7%
HON vs IOT
+54.1%
-46.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.5% | -4.5% | +1.1% | -3.1% |
| 30D | -13.8% | -2.4% | -11.3% | -13.6% |
| 3M | -11.7% | +19.0% | -30.6% | -13.1% |
| 6M | -18.7% | +19.6% | -38.4% | -20.4% |
| YTD | +0.2% | +8.3% | -8.0% | -1.3% |
| 1Y | -3.1% | -0.8% | -2.3% | -4.1% |
| 3Y | +17.0% | +24.4% | -7.4% | +10.0% |
| All | +7.7% | +54.1% | -46.4% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling