+27.8%
IGV vs IOT
+61.2%
-33.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.3% | +2.8% | -6.1% | -4.1% |
| 30D | 0.0% | -1.8% | +1.8% | +0.4% |
| 3M | +7.3% | +17.9% | -10.5% | +2.0% |
| 6M | +16.7% | +13.5% | +3.2% | +11.5% |
| YTD | -2.8% | +13.3% | -16.1% | -8.0% |
| 1Y | -6.7% | -3.3% | -3.3% | -8.5% |
| 3Y | +41.1% | +31.3% | +9.8% | +21.6% |
| All | +27.8% | +61.2% | -33.4% | -9.3% |
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