+18.7%
HOOD vs IOT
+14.9%
+3.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -3.2% |
| 7D | +17.1% | -2.3% | +19.5% | +17.7% |
| 30D | +31.6% | +3.8% | +27.8% | +29.9% |
| 3M | +38.2% | +14.2% | +24.1% | +31.3% |
| 6M | +48.5% | +40.1% | +8.4% | +29.4% |
| YTD | +8.0% | +13.4% | -5.4% | -2.9% |
| 1Y | +18.7% | +12.2% | +6.5% | +12.6% |
| All | +18.7% | +14.9% | +3.8% | +12.6% |
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 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