+18.8%
HYG vs IOT
+54.1%
-35.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -0.7% | -4.5% | +3.8% | -0.5% |
| 30D | -0.7% | -2.4% | +1.7% | -0.7% |
| 3M | -0.2% | +19.0% | -19.2% | -1.3% |
| 6M | +1.4% | +19.6% | -18.2% | +0.1% |
| YTD | +1.5% | +8.3% | -6.8% | +0.4% |
| 1Y | +2.9% | -0.8% | +3.7% | +2.1% |
| 3Y | +25.6% | +24.4% | +1.2% | +20.8% |
| All | +18.8% | +54.1% | -35.4% | +7.1% |
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