-43.6%
ILMN vs IOT
+66.5%
-110.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.2% |
| 7D | -9.8% | +0.8% | -10.6% | -10.0% |
| 30D | -22.7% | -0.2% | -22.5% | -22.9% |
| 3M | +12.1% | +4.0% | +8.1% | +10.2% |
| 6M | +51.5% | +39.4% | +12.1% | +36.1% |
| YTD | +63.9% | +16.9% | +46.9% | +51.3% |
| 1Y | +76.6% | +4.1% | +72.5% | +67.6% |
| 3Y | +124.6% | +72.7% | +51.9% | +71.1% |
| All | -43.6% | +66.5% | -110.1% | -62.5% |
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