+37.0%
ILMN vs IOT
+30.1%
+6.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | +1.9% | +2.8% | -0.9% | +1.3% |
| 30D | +12.3% | -1.8% | +14.1% | +12.5% |
| 3M | +33.5% | +17.9% | +15.7% | +27.9% |
| 6M | +69.4% | +13.5% | +55.8% | +62.1% |
| YTD | +60.9% | +13.3% | +47.7% | +53.0% |
| 1Y | +115.0% | -3.3% | +118.3% | +111.4% |
| 3Y | +37.0% | +31.3% | +5.7% | +11.4% |
| All | +37.0% | +30.1% | +6.9% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling