-45.7%
ILMN vs IOT
+66.1%
-111.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -23.8% | +1.4% | -25.2% | -24.3% |
| 3M | +7.5% | +0.5% | +6.9% | +6.6% |
| 6M | +42.8% | +50.3% | -7.5% | +25.9% |
| YTD | +57.8% | +16.7% | +41.2% | +45.8% |
| 1Y | +72.6% | +6.8% | +65.8% | +62.7% |
| 3Y | +129.3% | +75.5% | +53.9% | +73.8% |
| All | -45.7% | +66.1% | -111.8% | -63.9% |
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