+481.2%
HOOD vs IOT
+54.4%
+426.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | +20.1% | -4.7% | +24.7% | +22.2% |
| 3M | +31.2% | +17.8% | +13.5% | +20.3% |
| 6M | +44.3% | +16.8% | +27.5% | +30.9% |
| YTD | +0.2% | +8.4% | -8.2% | -8.0% |
| 1Y | -3.5% | -0.8% | -2.7% | -8.4% |
| 3Y | +955.2% | +25.7% | +929.5% | +754.3% |
| All | +481.2% | +54.4% | +426.8% | +231.7% |
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